+415.5%
SIMO vs CDW
-25.3%
+440.8%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -1.0% | +9.7% | +9.0% |
| 7D | +4.2% | +3.2% | +1.1% | +3.2% |
| 30D | +4.1% | +9.3% | -5.2% | +1.0% |
| 3M | -12.9% | +9.8% | -22.7% | -15.8% |
| 6M | +110.3% | +23.3% | +87.0% | +88.9% |
| YTD | +178.6% | +13.7% | +164.9% | +157.8% |
| 1Y | +220.0% | -6.5% | +226.5% | +230.5% |
| All | +415.5% | -25.3% | +440.8% | +471.4% |
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