-91.8%
CDIO vs SPY
+74.5%
-166.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.4% | +6.2% | +10.6% |
| 7D | -4.3% | -4.7% | +0.4% | +4.7% |
| 30D | -16.3% | -5.9% | -10.3% | -5.8% |
| 3M | -4.3% | -4.5% | +0.3% | +4.0% |
| 6M | -8.5% | +1.8% | -10.3% | -13.2% |
| YTD | -38.2% | +8.3% | -46.5% | -47.3% |
| 1Y | -57.2% | +9.3% | -66.5% | -63.6% |
| All | -91.8% | +74.5% | -166.3% | -99.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling