+398.8%
SN vs CDW
-21.8%
+420.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.9% | +3.6% | +3.0% |
| 7D | +7.2% | +2.1% | +5.1% | +6.1% |
| 30D | +20.4% | +14.7% | +5.6% | +14.3% |
| 3M | +23.9% | +11.1% | +12.8% | +17.7% |
| 6M | +93.0% | +45.6% | +47.5% | +58.6% |
| YTD | +99.2% | +17.1% | +82.1% | +76.6% |
| 1Y | +142.6% | +13.2% | +129.4% | +120.0% |
| 3Y | +398.8% | -22.2% | +421.0% | +436.8% |
| All | +398.8% | -21.8% | +420.6% | +436.8% |
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 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