+523.6%
SMCI vs CDW
-4.0%
+527.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.2% | 0.0% |
| 7D | -6.6% | +9.3% | -15.9% | -11.8% |
| 30D | -24.9% | +14.4% | -39.3% | -32.1% |
| 3M | -31.4% | +21.4% | -52.8% | -41.0% |
| 6M | -16.0% | +72.8% | -88.8% | -45.8% |
| YTD | -8.2% | +28.0% | -36.2% | -31.1% |
| 1Y | -23.4% | +19.3% | -42.8% | -38.3% |
| 3Y | +5.0% | -15.3% | +20.3% | +23.3% |
| All | +523.6% | -4.0% | +527.6% | +521.6% |
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