+215.7%
SIMO vs CDW
-21.8%
+237.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.9% | +5.0% | +4.4% |
| 7D | -22.0% | +2.1% | -24.1% | -22.4% |
| 30D | -43.0% | +14.7% | -57.8% | -45.2% |
| 3M | -39.1% | +11.1% | -50.3% | -41.3% |
| 6M | -33.3% | +45.6% | -78.9% | -42.5% |
| YTD | +77.0% | +17.1% | +59.9% | +62.5% |
| 1Y | +73.0% | +13.2% | +59.8% | +62.0% |
| 3Y | +215.7% | -22.2% | +237.9% | +264.0% |
| All | +215.7% | -21.8% | +237.5% | +264.0% |
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