-91.1%
CDZI vs SPY
+3,027.0%
-3,118.1%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +2.4% | +2.9% | +3.3% |
| 7D | -7.6% | +0.1% | -7.7% | -7.6% |
| 30D | +10.2% | -3.3% | +13.6% | +13.6% |
| 3M | +9.0% | -2.4% | +11.4% | +11.2% |
| 6M | -20.6% | +2.6% | -23.2% | -21.9% |
| YTD | -32.8% | +11.2% | -44.0% | -38.0% |
| 1Y | -23.1% | +13.4% | -36.5% | -30.2% |
| 3Y | +21.6% | +79.9% | -58.3% | -22.5% |
| 5Y | -38.2% | +72.2% | -110.4% | -58.7% |
| 10Y | -53.2% | +307.3% | -360.5% | -85.5% |
| All | -91.1% | +3,027.0% | -3,118.1% | -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