+286.7%
SMH vs CDW
-29.2%
+315.9%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -5.2% | +6.4% | +2.8% |
| 7D | +5.2% | -3.9% | +9.1% | +6.4% |
| 30D | -1.5% | +6.9% | -8.4% | -3.9% |
| 3M | -4.1% | +7.7% | -11.8% | -7.6% |
| 6M | +50.8% | +18.3% | +32.4% | +35.0% |
| YTD | +59.3% | +7.8% | +51.6% | +48.8% |
| 1Y | +94.1% | -12.2% | +106.3% | +105.4% |
| 3Y | +286.7% | -28.9% | +315.7% | +327.1% |
| All | +286.7% | -29.2% | +315.9% | +327.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling