+339.4%
SMH vs CDW
-22.8%
+362.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -5.2% | +6.4% | +3.7% |
| 7D | +5.2% | -3.9% | +9.1% | +7.0% |
| 30D | -1.5% | +6.9% | -8.4% | -5.2% |
| 3M | -4.1% | +7.7% | -11.8% | -9.6% |
| 6M | +50.8% | +18.3% | +32.4% | +28.6% |
| YTD | +59.3% | +7.8% | +51.6% | +42.7% |
| 1Y | +94.1% | -12.2% | +106.3% | +100.0% |
| 3Y | +286.7% | -28.9% | +315.7% | +347.0% |
| 5Y | +339.4% | -22.8% | +362.2% | +347.6% |
| All | +339.4% | -22.8% | +362.2% | +347.6% |
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