-99.4%
CDIO vs SPY
+73.9%
-173.3%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.2% | +2.4% | +7.9% | +7.5% |
| 7D | +9.0% | +0.1% | +8.9% | +8.7% |
| 30D | -2.7% | -3.3% | +0.7% | +1.2% |
| 3M | +1.7% | -2.4% | +4.1% | +4.3% |
| 6M | -0.5% | +2.6% | -3.1% | -3.3% |
| YTD | -32.8% | +11.2% | -44.1% | -39.5% |
| 1Y | -52.8% | +13.4% | -66.2% | -57.9% |
| 3Y | -93.3% | +79.9% | -173.2% | -95.5% |
| All | -99.4% | +73.9% | -173.3% | -99.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling