-9.0%
CDRO vs SPY
+116.5%
-125.5%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.7% | -0.5% |
| 7D | +2.3% | -0.8% | +3.1% | +2.8% |
| 30D | +3.3% | -1.1% | +4.3% | +4.0% |
| 3M | -2.9% | +3.9% | -6.8% | -5.6% |
| 6M | +16.5% | +13.6% | +2.9% | +6.0% |
| YTD | +16.1% | +12.7% | +3.4% | +6.2% |
| 1Y | +15.5% | +17.5% | -2.0% | +2.4% |
| 3Y | +211.7% | +76.9% | +134.8% | +109.3% |
| 5Y | -6.2% | +83.6% | -89.8% | -38.8% |
| All | -9.0% | +116.5% | -125.5% | -43.8% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling