+298.9%
CDW vs SM
+18.0%
+280.9%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.5% | -0.6% |
| 7D | +9.3% | +9.4% | -0.1% | +8.1% |
| 30D | +14.4% | -14.4% | +28.7% | +16.0% |
| 3M | +21.4% | +1.6% | +19.9% | +20.2% |
| 6M | +72.8% | +6.3% | +66.5% | +69.3% |
| YTD | +28.0% | +78.8% | -50.8% | +17.2% |
| 1Y | +19.3% | +83.1% | -63.8% | +8.8% |
| 3Y | -15.3% | -5.9% | -9.4% | -17.9% |
| 5Y | -3.8% | +4.8% | -8.6% | -10.4% |
| All | +298.9% | +18.0% | +280.9% | +160.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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