+18.2%
CODI vs SPY
+322.5%
-304.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | -0.3% |
| 7D | -5.7% | -0.8% | -4.9% | -5.0% |
| 30D | -8.8% | -1.1% | -7.7% | -7.9% |
| 3M | +9.2% | +3.9% | +5.4% | +5.8% |
| 6M | +78.2% | +13.6% | +64.5% | +59.0% |
| YTD | +129.4% | +12.7% | +116.7% | +107.4% |
| 1Y | +53.3% | +17.5% | +35.8% | +33.7% |
| 3Y | -40.2% | +76.9% | -117.1% | -63.0% |
| 5Y | -56.9% | +83.6% | -140.4% | -74.2% |
| All | +18.2% | +322.5% | -304.3% | -60.7% |
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