+365.7%
SE vs CDW
+154.9%
+210.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.6% |
| 7D | +2.0% | +2.1% | -0.1% | +0.7% |
| 30D | -20.0% | +14.7% | -34.7% | -25.9% |
| 3M | -31.8% | +11.1% | -42.9% | -36.7% |
| 6M | -15.9% | +45.6% | -61.5% | -34.3% |
| YTD | -40.6% | +17.1% | -57.7% | -49.8% |
| 1Y | -50.7% | +13.2% | -63.8% | -57.5% |
| 3Y | +70.3% | -22.2% | +92.5% | +76.0% |
| 5Y | -78.8% | -10.1% | -68.7% | -80.0% |
| All | +365.7% | +154.9% | +210.9% | +153.8% |
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 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