-10.4%
CDRO price history and return analytics
+89.8%
-100.1%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.1% |
| 7D | +6.1% | +1.0% | +5.1% | +5.3% |
| 30D | +2.3% | -0.2% | +2.6% | +2.5% |
| 3M | -4.5% | +4.5% | -9.0% | -7.7% |
| 6M | +14.2% | +14.1% | +0.1% | +2.9% |
| YTD | +14.3% | +14.8% | -0.4% | +2.4% |
| 1Y | +12.6% | +21.2% | -8.6% | -3.4% |
| 3Y | +207.0% | +76.6% | +130.5% | +99.9% |
| 5Y | -7.6% | +66.6% | -74.1% | -38.6% |
| All | -10.4% | +89.8% | -100.1% | -42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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