+265.0%
CDW vs SPXS
-99.5%
+364.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | +0.9% |
| 7D | -7.4% | +6.4% | -13.7% | -5.1% |
| 30D | +5.8% | +6.0% | -0.1% | +8.5% |
| 3M | +10.8% | -11.6% | +22.4% | +6.6% |
| 6M | +21.5% | -28.7% | +50.2% | +8.6% |
| YTD | +6.4% | -26.3% | +32.6% | -3.2% |
| 1Y | -14.8% | -34.9% | +20.1% | -25.2% |
| 3Y | -29.9% | -79.5% | +49.6% | -55.4% |
| 5Y | -22.9% | -85.9% | +63.1% | -49.3% |
| All | +265.0% | -99.5% | +364.6% | +4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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