-41.2%
CDZI vs SPY
+311.3%
-352.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.5% | +3.9% | +3.8% |
| 7D | +8.6% | +0.5% | +8.0% | +8.0% |
| 30D | +24.6% | -0.9% | +25.5% | +25.4% |
| 3M | +6.2% | +3.9% | +2.3% | +3.1% |
| 6M | -19.0% | +14.5% | -33.5% | -26.8% |
| YTD | -23.2% | +12.9% | -36.1% | -29.6% |
| 1Y | +16.8% | +19.4% | -2.6% | +2.7% |
| 3Y | +6.2% | +78.5% | -72.3% | -27.7% |
| 5Y | -62.2% | +81.8% | -143.9% | -74.7% |
| 10Y | -41.2% | +311.5% | -352.7% | -77.2% |
| All | -41.2% | +311.3% | -352.5% | -77.2% |
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