+298.9%
CDW vs SPYG
+393.2%
-94.3%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | +0.2% |
| 7D | +9.3% | +2.3% | +7.0% | +7.1% |
| 30D | +14.4% | -6.5% | +20.8% | +21.4% |
| 3M | +21.4% | -6.8% | +28.3% | +29.5% |
| 6M | +72.8% | -3.1% | +75.9% | +77.1% |
| YTD | +28.0% | +8.0% | +20.0% | +17.2% |
| 1Y | +19.3% | +10.2% | +9.1% | +7.1% |
| 3Y | -15.3% | +91.0% | -106.3% | -56.0% |
| 5Y | -3.8% | +67.7% | -71.5% | -43.5% |
| All | +298.9% | +393.2% | -94.3% | -17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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