+2,873.0%
SMH vs CDW
+1,014.9%
+1,858.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.9% | -3.7% | -2.2% |
| 7D | -6.7% | +13.1% | -19.8% | -12.7% |
| 30D | -19.8% | +19.1% | -39.0% | -27.1% |
| 3M | -15.1% | +24.7% | -39.8% | -25.5% |
| 6M | -14.6% | +63.4% | -78.0% | -37.1% |
| YTD | +34.3% | +26.3% | +8.0% | +9.2% |
| 1Y | +35.2% | +20.6% | +14.6% | +13.0% |
| 3Y | +211.7% | -16.3% | +228.0% | +217.2% |
| 5Y | +240.5% | -3.9% | +244.4% | +218.7% |
| 10Y | +1,487.3% | +331.5% | +1,155.8% | +635.0% |
| All | +2,873.0% | +1,014.9% | +1,858.1% | +1,050.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling