+96.2%
SMH vs CDW
-5.0%
+101.2%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.0% | +3.6% | +2.6% |
| 7D | +2.5% | +3.2% | -0.7% | +2.4% |
| 30D | -0.5% | +9.3% | -9.8% | -0.8% |
| 3M | -9.6% | +9.8% | -19.4% | -9.5% |
| 6M | +42.1% | +23.3% | +18.7% | +39.3% |
| YTD | +57.4% | +13.7% | +43.8% | +58.3% |
| 1Y | +96.2% | -6.5% | +102.7% | +104.2% |
| All | +96.2% | -5.0% | +101.2% | +104.2% |
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