-16.3%
CDW vs SPXS
-86.0%
+69.7%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -2.4% | +10.3% | +7.0% |
| 7D | +0.9% | +2.5% | -1.6% | +1.9% |
| 30D | +13.1% | +4.2% | +8.9% | +15.1% |
| 3M | +19.7% | -9.3% | +29.0% | +16.5% |
| 6M | +30.7% | -30.7% | +61.4% | +16.7% |
| YTD | +14.7% | -28.1% | +42.8% | +4.3% |
| 1Y | -5.3% | -35.1% | +29.7% | -16.2% |
| 3Y | -23.8% | -79.6% | +55.7% | -50.2% |
| All | -16.3% | -86.0% | +69.7% | -43.9% |
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