-57.1%
CODI vs SPY
+79.8%
-136.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.7% | -1.8% |
| 7D | -5.1% | -2.0% | -3.1% | -3.3% |
| 30D | -11.0% | -1.7% | -9.4% | -9.6% |
| 3M | +0.4% | +4.7% | -4.4% | -4.1% |
| 6M | +71.2% | +12.5% | +58.7% | +52.2% |
| YTD | +128.3% | +11.7% | +116.6% | +105.6% |
| 1Y | +56.1% | +17.5% | +38.6% | +34.0% |
| 3Y | -40.5% | +76.6% | -117.0% | -65.1% |
| 5Y | -57.1% | +82.0% | -139.1% | -74.5% |
| All | -57.1% | +79.8% | -136.8% | -74.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling