+63.9%
SMR vs CDW
-25.0%
+88.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | 0.0% |
| 7D | +4.4% | +3.2% | +1.2% | +2.7% |
| 30D | +3.4% | +9.3% | -5.9% | -1.1% |
| 3M | -19.2% | +9.8% | -29.0% | -23.8% |
| 6M | -22.6% | +23.3% | -46.0% | -35.8% |
| YTD | -31.5% | +13.7% | -45.2% | -39.8% |
| 1Y | -73.1% | -6.5% | -66.6% | -71.8% |
| All | +63.9% | -25.0% | +88.9% | +47.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling