+266.1%
CDW vs SPY
+311.3%
-45.3%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.5% | -4.6% | -4.6% |
| 7D | -3.9% | +0.5% | -4.4% | -4.4% |
| 30D | +6.9% | -0.9% | +7.8% | +8.2% |
| 3M | +7.7% | +3.9% | +3.8% | +3.1% |
| 6M | +18.3% | +14.5% | +3.8% | +0.9% |
| YTD | +7.8% | +12.9% | -5.2% | -6.7% |
| 1Y | -12.2% | +19.4% | -31.5% | -28.5% |
| 3Y | -28.9% | +78.5% | -107.4% | -63.5% |
| 5Y | -22.8% | +81.8% | -104.5% | -61.1% |
| 10Y | +266.1% | +311.5% | -45.5% | -23.6% |
| All | +266.1% | +311.3% | -45.3% | -23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling