-62.5%
CDZI vs SPY
+308.5%
-371.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.5% |
| 7D | -2.4% | +3.3% | -5.6% | -4.7% |
| 30D | -2.4% | -2.7% | +0.3% | 0.0% |
| 3M | -4.3% | -1.7% | -2.6% | -2.9% |
| 6M | -28.1% | +3.1% | -31.2% | -29.5% |
| YTD | -40.8% | +11.9% | -52.7% | -45.3% |
| 1Y | -27.8% | +12.0% | -39.8% | -33.4% |
| 3Y | +8.5% | +78.2% | -69.7% | -25.7% |
| 5Y | -43.1% | +73.2% | -116.3% | -60.9% |
| All | -62.5% | +308.5% | -371.0% | -84.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling