+451.3%
SN vs CDW
-14.3%
+465.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.0% | -0.6% |
| 7D | +3.5% | +2.6% | +0.9% | +2.5% |
| 30D | +19.4% | +20.4% | -0.9% | +11.5% |
| 3M | +20.9% | +28.5% | -7.6% | +9.0% |
| 6M | +111.1% | +70.6% | +40.5% | +62.6% |
| YTD | +102.8% | +29.1% | +73.7% | +73.6% |
| 1Y | +146.2% | +23.8% | +122.4% | +116.7% |
| All | +451.3% | -14.3% | +465.6% | +465.0% |
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