-18.5%
CDRO vs SPY
+114.2%
-132.7%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.9% | -2.0% |
| 7D | -1.5% | +2.6% | -4.1% | -3.3% |
| 30D | -13.2% | -2.0% | -11.2% | -11.9% |
| 3M | -8.0% | -2.8% | -5.3% | -6.2% |
| 6M | -9.9% | +2.1% | -12.1% | -11.5% |
| YTD | +4.0% | +11.5% | -7.5% | -4.1% |
| 1Y | +53.8% | +13.5% | +40.3% | +39.9% |
| 3Y | +169.4% | +77.7% | +91.7% | +80.5% |
| 5Y | -16.5% | +72.6% | -89.1% | -44.5% |
| All | -18.5% | +114.2% | -132.7% | -49.3% |
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