+259.6%
CODI vs SPY
+772.4%
-512.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -0.7% |
| 7D | +1.0% | +0.5% | +0.4% | +0.4% |
| 30D | +4.8% | -0.9% | +5.8% | +5.8% |
| 3M | +11.2% | +3.9% | +7.3% | +6.8% |
| 6M | +82.1% | +14.5% | +67.6% | +58.3% |
| YTD | +140.2% | +12.9% | +127.3% | +113.0% |
| 1Y | +59.5% | +19.4% | +40.1% | +33.8% |
| 3Y | -37.4% | +78.5% | -115.8% | -65.0% |
| 5Y | -55.5% | +81.8% | -137.3% | -75.7% |
| 10Y | +23.0% | +311.5% | -288.6% | -72.4% |
| All | +259.6% | +772.4% | -512.8% | -64.6% |
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