+0.1%
CWK vs SPY
+3.7%
-3.5%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -2.1% |
| 7D | -7.7% | -0.9% | -6.8% | -6.9% |
| 30D | +19.3% | -2.4% | +21.7% | +21.7% |
| 3M | +0.2% | -1.2% | +1.4% | +1.1% |
| 6M | +0.1% | +3.3% | -3.1% | -0.9% |
| All | +0.1% | +3.7% | -3.5% | -0.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling