-97.4%
CDXS vs SPY
+74.6%
-172.0%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.3% | -4.6% |
| 7D | -9.3% | -0.9% | -8.3% | -7.7% |
| 30D | -30.5% | -2.4% | -28.1% | -27.1% |
| 3M | -33.8% | -1.2% | -32.6% | -32.2% |
| 6M | -63.0% | +3.3% | -66.3% | -65.4% |
| YTD | -39.9% | +12.3% | -52.2% | -52.0% |
| 1Y | -45.6% | +12.4% | -58.0% | -56.4% |
| 3Y | -41.0% | +78.8% | -119.8% | -80.6% |
| 5Y | -97.4% | +75.2% | -172.6% | -99.0% |
| All | -97.4% | +74.6% | -172.0% | -99.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling