+196.3%
CYD vs SPY
+79.8%
+116.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.6% | -3.0% | -3.2% |
| 7D | -4.7% | -2.0% | -2.7% | -3.4% |
| 30D | -23.2% | -1.7% | -21.6% | -22.3% |
| 3M | -23.6% | +4.7% | -28.3% | -25.7% |
| 6M | -15.6% | +12.5% | -28.1% | -21.2% |
| YTD | +3.1% | +11.7% | -8.6% | -3.4% |
| 1Y | -1.2% | +17.5% | -18.6% | -9.8% |
| 3Y | +251.0% | +76.6% | +174.4% | +147.3% |
| 5Y | +196.3% | +82.0% | +114.2% | +97.9% |
| All | +196.3% | +79.8% | +116.5% | +97.9% |
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