+55.8%
SMR vs CDW
-21.8%
+77.6%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.2% | -0.9% | +17.1% | +16.6% |
| 7D | -9.6% | +2.1% | -11.7% | -10.4% |
| 30D | -33.8% | +14.7% | -48.5% | -37.4% |
| 3M | -46.4% | +11.1% | -57.5% | -49.4% |
| 6M | -62.4% | +45.6% | -108.0% | -69.6% |
| YTD | -64.1% | +17.1% | -81.2% | -68.8% |
| 1Y | -84.3% | +13.2% | -97.5% | -85.9% |
| 3Y | +55.8% | -22.2% | +78.0% | +48.8% |
| All | +55.8% | -21.8% | +77.6% | +48.8% |
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