+189.8%
SIMO vs CDW
-1.8%
+191.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +2.2% | +6.5% | +8.0% |
| 7D | +0.9% | +2.6% | -1.6% | +0.4% |
| 30D | -25.4% | +20.4% | -45.8% | -29.8% |
| 3M | -17.8% | +28.5% | -46.2% | -24.9% |
| 6M | -29.6% | +70.6% | -100.2% | -43.6% |
| YTD | +100.3% | +29.1% | +71.2% | +75.3% |
| 1Y | +100.4% | +23.8% | +76.6% | +79.2% |
| 3Y | +246.1% | -14.5% | +260.6% | +262.2% |
| 5Y | +189.8% | -1.6% | +191.4% | +179.7% |
| All | +189.8% | -1.8% | +191.6% | +179.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling