-1.6%
CXDO vs SPY
+79.8%
-81.3%
-78.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -0.8% |
| 7D | -3.5% | -2.0% | -1.6% | -1.2% |
| 30D | -11.2% | -1.7% | -9.5% | -9.3% |
| 3M | -17.7% | +4.7% | -22.5% | -21.8% |
| 6M | -16.4% | +12.5% | -28.9% | -26.2% |
| YTD | -11.7% | +11.7% | -23.5% | -21.4% |
| 1Y | -11.1% | +17.5% | -28.5% | -24.5% |
| 3Y | +163.1% | +76.6% | +86.6% | +64.5% |
| 5Y | -1.6% | +82.0% | -83.6% | -39.3% |
| All | -1.6% | +79.8% | -81.3% | -39.3% |
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