-63.4%
CDZI vs SPY
+82.0%
-145.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.4% | +4.4% | +4.5% |
| 7D | +4.5% | +0.1% | +4.4% | +4.3% |
| 30D | +28.3% | +0.1% | +28.3% | +28.2% |
| 3M | -8.6% | +2.0% | -10.5% | -10.6% |
| 6M | -25.5% | +13.0% | -38.5% | -36.0% |
| YTD | -25.7% | +13.5% | -39.2% | -36.3% |
| 1Y | +16.5% | +20.0% | -3.5% | -6.8% |
| 3Y | +2.7% | +77.2% | -74.5% | -48.0% |
| All | -63.4% | +82.0% | -145.4% | -83.1% |
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 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