-40.5%
CODI vs SPY
+75.5%
-116.0%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.7% | -1.7% |
| 7D | -5.1% | -2.0% | -3.1% | -3.2% |
| 30D | -11.0% | -1.7% | -9.4% | -9.6% |
| 3M | +0.4% | +4.7% | -4.4% | -4.3% |
| 6M | +71.2% | +12.5% | +58.7% | +51.0% |
| YTD | +128.3% | +11.7% | +116.6% | +104.3% |
| 1Y | +56.1% | +17.5% | +38.6% | +32.7% |
| All | -40.5% | +75.5% | -116.0% | -67.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling