+589.4%
SE vs CDW
+147.4%
+442.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.4% |
| 7D | -6.1% | +3.2% | -9.3% | -7.7% |
| 30D | -2.5% | +9.3% | -11.7% | -7.5% |
| 3M | +21.7% | +9.8% | +11.9% | +13.6% |
| 6M | +27.0% | +23.3% | +3.7% | +6.4% |
| YTD | -12.1% | +13.7% | -25.8% | -23.5% |
| 1Y | -40.9% | -6.5% | -34.4% | -42.4% |
| 3Y | +191.0% | -25.2% | +216.2% | +211.7% |
| 5Y | -68.3% | -19.5% | -48.8% | -67.7% |
| All | +589.4% | +147.4% | +442.0% | +287.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling