-81.6%
SMR vs CDW
+20.3%
-101.9%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.9% | -6.9% | -4.2% |
| 7D | -2.8% | +13.1% | -15.9% | -2.9% |
| 30D | -27.5% | +19.1% | -46.6% | -27.4% |
| 3M | -43.1% | +24.7% | -67.9% | -43.5% |
| 6M | -58.4% | +63.4% | -121.8% | -58.1% |
| YTD | -63.2% | +26.3% | -89.5% | -62.1% |
| 1Y | -81.6% | +20.6% | -102.2% | -79.3% |
| All | -81.6% | +20.3% | -101.9% | -79.3% |
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 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