-85.6%
SMR vs CDW
+13.2%
-98.8%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +12.7% | -17.1% | -4.9% |
| 7D | -9.5% | +3.7% | -13.3% | -9.5% |
| 30D | -33.2% | +26.0% | -59.2% | -33.7% |
| 3M | -45.9% | +10.1% | -56.0% | -46.4% |
| 6M | -57.9% | +26.1% | -83.9% | -59.1% |
| YTD | -63.8% | +25.9% | -89.7% | -63.0% |
| 1Y | -85.6% | +21.5% | -107.2% | -84.1% |
| All | -85.6% | +13.2% | -98.8% | -84.1% |
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 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