-99.4%
CODX vs SPY
+261.4%
-360.8%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +1.0% | +1.5% |
| 7D | -3.4% | -0.8% | -2.7% | -3.2% |
| 30D | -24.3% | -1.1% | -23.3% | -24.0% |
| 3M | -76.2% | +3.9% | -80.0% | -76.5% |
| 6M | -65.4% | +13.6% | -79.0% | -66.9% |
| YTD | -77.9% | +12.7% | -90.6% | -78.8% |
| 1Y | -89.1% | +17.5% | -106.7% | -89.6% |
| 3Y | -96.9% | +76.9% | -173.8% | -97.2% |
| 5Y | -99.6% | +83.6% | -183.2% | -99.7% |
| All | -99.4% | +261.4% | -360.8% | -99.5% |
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 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