+100.5%
SIMO vs CDW
+13.2%
+87.3%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +12.7% | -22.3% | -9.0% |
| 7D | -16.9% | +3.7% | -20.6% | -16.3% |
| 30D | -35.4% | +26.0% | -61.4% | -34.8% |
| 3M | -31.9% | +10.1% | -42.0% | -31.3% |
| 6M | -19.3% | +26.1% | -45.4% | -16.6% |
| YTD | +98.5% | +25.9% | +72.6% | +102.4% |
| 1Y | +100.5% | +21.5% | +79.0% | +111.8% |
| All | +100.5% | +13.2% | +87.3% | +111.8% |
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 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