+2,892.2%
SMH vs CDW
+1,030.0%
+1,862.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.7% | -2.3% | -2.7% |
| 7D | +4.9% | +9.3% | -4.4% | +0.4% |
| 30D | -13.8% | +14.4% | -28.2% | -19.9% |
| 3M | -17.4% | +21.4% | -38.8% | -26.4% |
| 6M | -15.0% | +72.8% | -87.8% | -39.1% |
| YTD | +35.2% | +28.0% | +7.1% | +9.2% |
| 1Y | +41.6% | +19.3% | +22.3% | +19.4% |
| 3Y | +215.6% | -15.3% | +230.9% | +219.5% |
| 5Y | +233.2% | -3.8% | +237.0% | +212.0% |
| 10Y | +1,458.7% | +318.5% | +1,140.2% | +629.9% |
| All | +2,892.2% | +1,030.0% | +1,862.2% | +1,050.2% |
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 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