+967.2%
SMCI vs CDW
-23.8%
+990.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.5% | -1.8% | -2.3% |
| 7D | +5.2% | -4.2% | +9.5% | +8.1% |
| 30D | +23.7% | +4.9% | +18.9% | +19.7% |
| 3M | -4.2% | +7.3% | -11.5% | -11.0% |
| 6M | +21.7% | +19.2% | +2.6% | -4.4% |
| YTD | +33.0% | +6.2% | +26.8% | +15.7% |
| 1Y | -9.3% | -14.0% | +4.7% | -4.1% |
| 3Y | +38.7% | -30.0% | +68.7% | +87.3% |
| 5Y | +967.2% | -23.6% | +990.7% | +1,200.7% |
| All | +967.2% | -23.8% | +990.9% | +1,200.7% |
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