+63.7%
SE vs CDW
-15.0%
+78.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.3% |
| 7D | -0.5% | +9.3% | -9.8% | -2.3% |
| 30D | -20.9% | +14.4% | -35.3% | -23.1% |
| 3M | -38.9% | +21.4% | -60.3% | -41.5% |
| 6M | -19.4% | +72.8% | -92.2% | -29.2% |
| YTD | -40.9% | +28.0% | -68.9% | -45.2% |
| 1Y | -46.2% | +19.3% | -65.5% | -48.7% |
| 3Y | +63.7% | -15.3% | +79.0% | +103.6% |
| All | +63.7% | -15.0% | +78.7% | +103.6% |
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