+19.2%
CODA vs SPY
+902.0%
-882.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | +0.7% |
| 7D | +0.3% | -0.4% | +0.7% | +1.5% |
| 30D | -3.7% | -1.4% | -2.4% | +0.9% |
| 3M | -11.9% | +3.7% | -15.6% | -25.0% |
| 6M | -33.0% | +13.0% | -46.0% | -58.6% |
| YTD | +7.6% | +12.4% | -4.8% | -32.8% |
| 1Y | +26.1% | +18.5% | +7.5% | -36.5% |
| 3Y | +31.2% | +77.6% | -46.4% | -90.5% |
| 5Y | +5.4% | +81.7% | -76.3% | -96.4% |
| 10Y | +410.7% | +319.7% | +91.1% | -99.9% |
| All | +19.2% | +902.0% | -882.8% | -100.0% |
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