+157.8%
SMTC vs CDW
-13.4%
+171.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.2% | -3.1% | -2.9% |
| 7D | +17.5% | -7.4% | +24.9% | +17.8% |
| 30D | +21.3% | +5.8% | +15.5% | +20.6% |
| 3M | +3.1% | +10.8% | -7.7% | +2.7% |
| 6M | +81.7% | +21.5% | +60.2% | +72.9% |
| YTD | +115.9% | +6.4% | +109.6% | +116.4% |
| 1Y | +157.8% | -14.8% | +172.6% | +172.8% |
| All | +157.8% | -13.4% | +171.2% | +172.8% |
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 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