-7.1%
CXDO vs SPY
+72.1%
-79.2%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.4% |
| 7D | -3.0% | +2.6% | -5.6% | -6.1% |
| 30D | -10.5% | -2.0% | -8.6% | -8.4% |
| 3M | -24.8% | -2.8% | -22.0% | -22.0% |
| 6M | -47.3% | +2.1% | -49.5% | -48.2% |
| YTD | -24.0% | +11.5% | -35.4% | -32.2% |
| 1Y | -27.4% | +13.5% | -40.9% | -36.5% |
| 3Y | +126.7% | +77.7% | +49.0% | +40.4% |
| All | -7.1% | +72.1% | -79.2% | -42.1% |
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