-49.6%
CDIO vs SPY
+20.8%
-70.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +2.9% |
| 7D | +0.5% | +0.1% | +0.4% | 0.0% |
| 30D | +6.3% | +0.1% | +6.2% | +5.5% |
| 3M | -11.8% | +2.0% | -13.8% | -18.2% |
| 6M | -64.6% | +13.0% | -77.7% | -77.9% |
| YTD | -31.4% | +13.5% | -44.9% | -56.3% |
| 1Y | -49.6% | +20.0% | -69.5% | -68.8% |
| All | -49.6% | +20.8% | -70.4% | -68.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling