-99.4%
CDIO vs SPY
+74.9%
-174.3%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.3% | -2.2% |
| 7D | +11.6% | +3.3% | +8.4% | +7.8% |
| 30D | +6.9% | -2.7% | +9.5% | +10.3% |
| 3M | -13.4% | -1.7% | -11.7% | -11.9% |
| 6M | +2.7% | +3.1% | -0.3% | -0.7% |
| YTD | -31.0% | +11.9% | -42.9% | -38.2% |
| 1Y | -50.0% | +12.0% | -62.0% | -54.9% |
| 3Y | -93.9% | +78.2% | -172.1% | -95.9% |
| All | -99.4% | +74.9% | -174.3% | -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