+1,366.8%
CYD vs SPY
+2,803.5%
-1,436.7%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.2% |
| 7D | +2.7% | +0.5% | +2.1% | +2.2% |
| 30D | -20.3% | -0.9% | -19.3% | -19.6% |
| 3M | -32.0% | +3.9% | -35.9% | -33.9% |
| 6M | -6.9% | +14.5% | -21.4% | -16.0% |
| YTD | +8.4% | +12.9% | -4.6% | -1.4% |
| 1Y | +15.9% | +19.4% | -3.5% | +1.1% |
| 3Y | +268.8% | +78.5% | +190.3% | +126.3% |
| 5Y | +212.0% | +81.8% | +130.2% | +85.9% |
| 10Y | +475.1% | +311.5% | +163.5% | +64.1% |
| All | +1,366.8% | +2,803.5% | -1,436.7% | +57.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling