+499.7%
SMTC vs CDW
-25.0%
+524.8%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -1.0% | +10.2% | +9.7% |
| 7D | +12.7% | +3.2% | +9.6% | +11.0% |
| 30D | +22.0% | +9.3% | +12.7% | +16.2% |
| 3M | -12.7% | +9.8% | -22.5% | -17.9% |
| 6M | +64.8% | +23.3% | +41.4% | +36.4% |
| YTD | +100.7% | +13.7% | +87.0% | +74.8% |
| 1Y | +146.9% | -6.5% | +153.4% | +156.0% |
| All | +499.7% | -25.0% | +524.8% | +515.5% |
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