-99.4%
CDIO vs SPY
+69.3%
-168.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.4% | +6.2% | +6.8% |
| 7D | -4.3% | -4.7% | +0.4% | +0.8% |
| 30D | -16.3% | -5.9% | -10.3% | -10.3% |
| 3M | -4.3% | -4.5% | +0.3% | +0.5% |
| 6M | -8.5% | +1.8% | -10.3% | -10.4% |
| YTD | -38.2% | +8.3% | -46.5% | -42.7% |
| 1Y | -57.2% | +9.3% | -66.5% | -60.3% |
| 3Y | -85.1% | +74.9% | -159.9% | -89.6% |
| All | -99.4% | +69.3% | -168.8% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling