+892.4%
CDW vs SPY
+470.6%
+421.9%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.2% |
| 7D | +2.1% | -2.7% | +4.8% | +5.5% |
| 30D | +14.7% | -5.4% | +20.1% | +22.3% |
| 3M | +11.1% | -4.1% | +15.2% | +16.9% |
| 6M | +45.6% | +0.7% | +44.9% | +44.9% |
| YTD | +17.1% | +8.7% | +8.4% | +6.5% |
| 1Y | +13.2% | +10.9% | +2.3% | +0.6% |
| 3Y | -22.2% | +75.0% | -97.2% | -58.3% |
| 5Y | -10.1% | +67.8% | -77.9% | -49.4% |
| 10Y | +307.0% | +312.9% | -5.9% | -8.2% |
| All | +892.4% | +470.6% | +421.9% | +75.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling