-23.4%
SMCI vs CDW
+19.9%
-43.4%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.2% | -0.4% |
| 7D | -6.6% | +9.3% | -15.9% | -7.3% |
| 30D | -24.9% | +14.4% | -39.3% | -25.6% |
| 3M | -31.4% | +21.4% | -52.8% | -32.6% |
| 6M | -16.0% | +72.8% | -88.8% | -13.6% |
| YTD | -8.2% | +28.0% | -36.2% | -12.3% |
| 1Y | -23.4% | +19.3% | -42.8% | -21.4% |
| All | -23.4% | +19.9% | -43.4% | -21.4% |
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 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