+87.6%
SMH vs CDW
-8.5%
+96.2%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +7.8% | -6.4% | +1.2% |
| 7D | +0.3% | +0.9% | -0.7% | +0.2% |
| 30D | -2.8% | +13.1% | -15.9% | -3.2% |
| 3M | -6.7% | +19.7% | -26.4% | -7.0% |
| 6M | +41.8% | +30.7% | +11.0% | +37.7% |
| YTD | +57.9% | +14.7% | +43.2% | +58.7% |
| 1Y | +87.6% | -5.3% | +93.0% | +96.6% |
| All | +87.6% | -8.5% | +96.2% | +96.6% |
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 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