-91.5%
CDZI vs SPY
+2,954.7%
-3,046.2%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.3% | +5.0% | +5.0% |
| 7D | -21.3% | -2.7% | -18.6% | -19.4% |
| 30D | -1.1% | -5.4% | +4.3% | +3.7% |
| 3M | +9.5% | -4.1% | +13.6% | +13.4% |
| 6M | -24.2% | +0.7% | -24.9% | -24.3% |
| YTD | -36.2% | +8.7% | -44.9% | -40.0% |
| 1Y | -26.9% | +10.9% | -37.8% | -32.5% |
| 3Y | +8.2% | +75.0% | -66.8% | -29.5% |
| 5Y | -42.6% | +67.8% | -110.4% | -60.8% |
| 10Y | -48.1% | +312.9% | -361.0% | -84.1% |
| All | -91.5% | +2,954.7% | -3,046.2% | -99.2% |
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 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