+863.2%
CDW vs SPXS
-99.9%
+963.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -0.5% |
| 7D | +3.2% | -0.1% | +3.3% | +3.2% |
| 30D | +9.3% | +0.8% | +8.5% | +9.9% |
| 3M | +9.8% | -4.7% | +14.5% | +8.9% |
| 6M | +23.3% | -29.6% | +53.0% | +10.1% |
| YTD | +13.7% | -29.8% | +43.5% | +1.8% |
| 1Y | -6.5% | -38.9% | +32.5% | -19.6% |
| 3Y | -25.2% | -79.6% | +54.4% | -51.9% |
| 5Y | -19.5% | -85.9% | +66.4% | -46.3% |
| 10Y | +285.8% | -99.5% | +385.3% | +16.8% |
| All | +863.2% | -99.9% | +963.1% | +119.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling