-1.6%
CDW vs SPXS
-83.8%
+82.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.9% | +6.1% | +0.8% |
| 7D | +2.6% | +1.5% | +1.1% | +3.8% |
| 30D | +20.4% | +6.3% | +14.1% | +24.4% |
| 3M | +28.5% | +4.2% | +24.2% | +32.5% |
| 6M | +70.6% | -7.9% | +78.5% | +70.0% |
| YTD | +29.1% | -27.5% | +56.6% | +19.2% |
| 1Y | +23.8% | -27.0% | +50.8% | +15.0% |
| 3Y | -14.5% | -80.5% | +66.1% | -44.7% |
| 5Y | -1.6% | -84.0% | +82.4% | -28.8% |
| All | -1.6% | -83.8% | +82.2% | -28.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling