-53.7%
SMR vs CDW
+6.8%
-60.5%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.7% | -2.7% | -3.1% |
| 7D | -8.3% | +9.3% | -17.6% | -11.4% |
| 30D | -20.1% | +14.4% | -34.4% | -24.3% |
| 3M | -52.7% | +21.4% | -74.1% | -56.8% |
| 6M | -61.0% | +72.8% | -133.8% | -70.5% |
| YTD | -67.1% | +28.0% | -95.1% | -72.3% |
| 1Y | -79.9% | +19.3% | -99.2% | -82.1% |
| 3Y | +101.7% | -15.3% | +117.0% | +113.7% |
| All | -53.7% | +6.8% | -60.5% | -55.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling