-89.0%
CDXS vs SPY
+757.8%
-846.8%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.4% | +3.2% | +3.4% |
| 7D | -8.2% | +0.1% | -8.3% | -8.3% |
| 30D | +0.7% | +0.1% | +0.6% | +0.7% |
| 3M | -47.9% | +2.0% | -49.8% | -49.3% |
| 6M | +35.2% | +13.0% | +22.2% | +14.0% |
| YTD | -10.4% | +13.5% | -24.0% | -24.5% |
| 1Y | -39.7% | +20.0% | -59.6% | -52.6% |
| 3Y | -18.9% | +77.2% | -96.1% | -60.6% |
| 5Y | -94.8% | +81.9% | -176.6% | -97.4% |
| 10Y | -66.0% | +314.1% | -380.0% | -93.1% |
| All | -89.0% | +757.8% | -846.8% | -99.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling