-14.0%
CDW vs SPXS
-37.2%
+23.2%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.4% | -2.9% | -1.1% |
| 7D | -4.2% | +1.2% | -5.5% | -3.9% |
| 30D | +4.9% | +5.2% | -0.3% | +6.3% |
| 3M | +7.3% | -9.2% | +16.5% | +5.7% |
| 6M | +19.2% | -29.6% | +48.8% | +10.2% |
| YTD | +6.2% | -27.6% | +33.8% | -0.2% |
| 1Y | -14.0% | -36.7% | +22.7% | -20.1% |
| All | -14.0% | -37.2% | +23.2% | -20.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling