+139.0%
SN vs CDW
+20.3%
+118.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.9% | -4.2% | -1.6% |
| 7D | +7.6% | +13.1% | -5.5% | +6.0% |
| 30D | +22.4% | +19.1% | +3.3% | +20.2% |
| 3M | +21.7% | +24.7% | -3.1% | +18.6% |
| 6M | +102.8% | +63.4% | +39.5% | +87.0% |
| YTD | +102.4% | +26.3% | +76.1% | +95.0% |
| 1Y | +139.0% | +20.6% | +118.4% | +139.3% |
| All | +139.0% | +20.3% | +118.7% | +139.3% |
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