+425.4%
SN vs CDW
-10.8%
+436.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.1% | +5.2% | +1.0% |
| 7D | +3.8% | -4.1% | +8.0% | +4.9% |
| 30D | +17.5% | +16.7% | +0.8% | +11.3% |
| 3M | +19.2% | +13.6% | +5.6% | +12.8% |
| 6M | +84.9% | +17.0% | +67.9% | +68.0% |
| YTD | +94.0% | +18.1% | +75.9% | +73.1% |
| 1Y | +151.3% | +10.5% | +140.9% | +133.0% |
| 3Y | +387.1% | -20.9% | +408.0% | +432.3% |
| All | +425.4% | -10.8% | +436.2% | +538.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling