+450.0%
SN vs CDW
-15.0%
+465.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.7% | +3.5% | +3.1% |
| 7D | +1.5% | +9.3% | -7.8% | -1.6% |
| 30D | +21.5% | +14.4% | +7.1% | +15.5% |
| 3M | +20.0% | +21.4% | -1.4% | +10.6% |
| 6M | +119.9% | +72.8% | +47.1% | +68.2% |
| YTD | +102.3% | +28.0% | +74.3% | +73.7% |
| 1Y | +148.0% | +19.3% | +128.6% | +123.0% |
| 3Y | +450.0% | -15.3% | +465.3% | +465.2% |
| All | +450.0% | -15.0% | +465.0% | +465.2% |
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