+146.2%
SN vs CDW
+23.0%
+123.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.0% | -0.1% |
| 7D | +3.5% | +2.6% | +0.9% | +3.2% |
| 30D | +19.4% | +20.4% | -0.9% | +17.1% |
| 3M | +20.9% | +28.5% | -7.6% | +17.5% |
| 6M | +111.1% | +70.6% | +40.5% | +93.6% |
| YTD | +102.8% | +29.1% | +73.7% | +95.1% |
| 1Y | +146.2% | +23.8% | +122.4% | +144.9% |
| All | +146.2% | +23.0% | +123.1% | +144.9% |
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