-91.3%
CDXS vs SPY
+742.3%
-833.6%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.8% | -0.4% | +21.2% | +21.3% |
| 7D | +7.4% | +2.6% | +4.8% | +3.5% |
| 30D | -10.1% | -2.0% | -8.1% | -7.4% |
| 3M | -27.5% | -2.8% | -24.7% | -24.4% |
| 6M | -53.6% | +2.1% | -55.7% | -54.9% |
| YTD | -28.8% | +11.5% | -40.3% | -38.4% |
| 1Y | -28.8% | +13.5% | -42.3% | -39.9% |
| 3Y | -30.1% | +77.7% | -107.8% | -66.3% |
| 5Y | -96.9% | +72.6% | -169.5% | -98.3% |
| 10Y | -77.5% | +308.2% | -385.6% | -95.3% |
| All | -91.3% | +742.3% | -833.6% | -99.3% |
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