-87.5%
CODX vs SPY
+20.8%
-108.3%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +1.2% |
| 7D | -4.1% | +0.1% | -4.2% | -4.5% |
| 30D | -23.2% | +0.1% | -23.2% | -23.3% |
| 3M | -79.9% | +2.0% | -81.9% | -81.5% |
| 6M | -50.2% | +13.0% | -63.2% | -67.0% |
| YTD | -77.1% | +13.5% | -90.7% | -86.3% |
| 1Y | -87.5% | +20.0% | -107.5% | -93.5% |
| All | -87.5% | +20.8% | -108.3% | -93.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling