+158.9%
SN vs CDW
+13.2%
+145.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +12.7% | -8.6% | +2.8% |
| 7D | +10.6% | +3.7% | +6.9% | +10.0% |
| 30D | +20.0% | +26.0% | -6.0% | +17.6% |
| 3M | +30.4% | +10.1% | +20.3% | +29.0% |
| 6M | +91.0% | +26.1% | +64.9% | +83.6% |
| YTD | +95.9% | +25.9% | +70.1% | +87.8% |
| 1Y | +158.9% | +21.5% | +137.3% | +153.5% |
| All | +158.9% | +13.2% | +145.7% | +153.5% |
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 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