+7.5%
SMR vs CDW
-11.4%
+18.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.5% | -1.8% | -2.7% |
| 7D | +13.1% | -4.2% | +17.3% | +14.7% |
| 30D | +17.8% | +4.9% | +12.9% | +14.9% |
| 3M | +8.1% | +7.3% | +0.8% | +2.7% |
| 6M | -11.1% | +19.2% | -30.3% | -23.6% |
| YTD | -23.7% | +6.2% | -29.9% | -30.0% |
| 1Y | -69.4% | -14.0% | -55.4% | -67.8% |
| 3Y | +82.6% | -30.0% | +112.6% | +110.7% |
| All | +7.5% | -11.4% | +18.9% | +12.9% |
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