-9.1%
CDRO vs SPY
+114.7%
-123.7%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +2.0% | +1.8% |
| 7D | +5.4% | -2.0% | +7.4% | +6.9% |
| 30D | +4.4% | -1.7% | +6.0% | +5.6% |
| 3M | -4.0% | +4.7% | -8.8% | -7.2% |
| 6M | +16.4% | +12.5% | +3.9% | +6.6% |
| YTD | +15.9% | +11.7% | +4.2% | +6.7% |
| 1Y | +15.2% | +17.5% | -2.3% | +2.2% |
| 3Y | +211.4% | +76.6% | +134.8% | +109.5% |
| 5Y | -6.3% | +82.0% | -88.4% | -38.5% |
| All | -9.1% | +114.7% | -123.7% | -43.5% |
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