+1,924.0%
SIMO vs CDW
+942.7%
+981.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -6.1% | -8.3% | -12.2% |
| 7D | -31.4% | -4.1% | -27.3% | -30.5% |
| 30D | -45.2% | +16.7% | -61.9% | -48.7% |
| 3M | -36.5% | +13.6% | -50.1% | -40.5% |
| 6M | -34.2% | +17.0% | -51.2% | -41.2% |
| YTD | +69.9% | +18.1% | +51.8% | +49.7% |
| 1Y | +60.4% | +10.5% | +50.0% | +45.7% |
| 3Y | +203.1% | -20.9% | +224.0% | +215.1% |
| 5Y | +145.4% | -9.3% | +154.8% | +136.1% |
| 10Y | +368.9% | +310.6% | +58.3% | +143.9% |
| All | +1,924.0% | +942.7% | +981.4% | +849.7% |
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 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