-10.4%
CDRO vs SPY
+117.0%
-127.3%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.2% |
| 7D | +6.1% | +0.5% | +5.6% | +5.7% |
| 30D | +2.3% | -0.9% | +3.3% | +3.0% |
| 3M | -4.5% | +3.9% | -8.4% | -7.1% |
| 6M | +14.2% | +14.5% | -0.3% | +3.3% |
| YTD | +14.3% | +12.9% | +1.4% | +4.5% |
| 1Y | +12.6% | +19.4% | -6.7% | -1.2% |
| 3Y | +207.0% | +78.5% | +128.6% | +105.0% |
| 5Y | -7.6% | +81.8% | -89.3% | -39.5% |
| All | -10.4% | +117.0% | -127.3% | -44.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling