-7.6%
CDRO vs SPY
+80.9%
-88.5%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.3% |
| 7D | +5.5% | -0.4% | +5.9% | +5.8% |
| 30D | +3.7% | -1.4% | +5.0% | +4.7% |
| 3M | -5.4% | +3.7% | -9.1% | -8.0% |
| 6M | +14.8% | +13.0% | +1.7% | +4.4% |
| YTD | +14.3% | +12.4% | +1.9% | +4.4% |
| 1Y | +12.6% | +18.5% | -5.9% | -1.3% |
| 3Y | +207.0% | +77.6% | +129.4% | +101.1% |
| All | -7.6% | +80.9% | -88.5% | -39.8% |
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 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