+863.2%
CDW vs SPYG
+675.5%
+187.8%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -0.9% |
| 7D | +3.2% | +0.4% | +2.8% | +2.8% |
| 30D | +9.3% | -0.4% | +9.7% | +9.9% |
| 3M | +9.8% | +0.5% | +9.2% | +8.8% |
| 6M | +23.3% | +17.5% | +5.9% | +5.0% |
| YTD | +13.7% | +14.3% | -0.7% | -1.1% |
| 1Y | -6.5% | +21.7% | -28.2% | -23.3% |
| 3Y | -25.2% | +98.6% | -123.9% | -62.3% |
| 5Y | -19.5% | +85.1% | -104.6% | -56.9% |
| 10Y | +285.8% | +412.0% | -126.2% | -23.7% |
| All | +863.2% | +675.5% | +187.8% | +36.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling