-49.7%
SE vs CDW
+16.9%
-66.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.8% | -1.9% | +2.7% |
| 7D | +3.3% | +9.3% | -6.0% | +3.0% |
| 30D | -18.2% | +15.8% | -33.9% | -18.3% |
| 3M | -31.3% | +21.8% | -53.1% | -31.5% |
| 6M | -10.1% | +58.8% | -68.9% | -8.2% |
| YTD | -38.9% | +22.8% | -61.7% | -38.8% |
| All | -49.7% | +16.9% | -66.6% | -49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 1y: compounded portfolio wealth divided by compounded CDW 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…
1y analysis · Full analysis span regression · 6 months rolling