+970.6%
CDW vs SPXU
-99.9%
+1,070.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.1% | +1.7% | +3.3% |
| 7D | +13.1% | +0.5% | +12.6% | +14.3% |
| 30D | +19.1% | +10.9% | +8.2% | +25.2% |
| 3M | +24.7% | +9.6% | +15.1% | +31.1% |
| 6M | +63.4% | -4.7% | +68.0% | +64.6% |
| YTD | +26.3% | -24.6% | +50.9% | +17.7% |
| 1Y | +20.6% | -24.7% | +45.3% | +12.8% |
| 3Y | -16.3% | -80.0% | +63.7% | -46.4% |
| 5Y | -3.9% | -83.5% | +79.6% | -31.7% |
| 10Y | +331.5% | -99.5% | +431.0% | +34.9% |
| All | +970.6% | -99.9% | +1,070.5% | +156.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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