+70.3%
SE vs CDW
-21.8%
+92.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.3% |
| 7D | +2.0% | +2.1% | -0.1% | +1.6% |
| 30D | -20.0% | +14.7% | -34.7% | -22.2% |
| 3M | -31.8% | +11.1% | -42.9% | -33.6% |
| 6M | -15.9% | +45.6% | -61.5% | -23.4% |
| YTD | -40.6% | +17.1% | -57.7% | -44.0% |
| 1Y | -50.7% | +13.2% | -63.8% | -52.9% |
| 3Y | +70.3% | -22.2% | +92.5% | +106.8% |
| All | +70.3% | -21.8% | +92.1% | +106.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling