+54.2%
SO vs CDW
-16.1%
+70.4%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.9% | -2.8% | +0.1% |
| 7D | -0.1% | +13.1% | -13.2% | 0.0% |
| 30D | +8.7% | +19.1% | -10.4% | +8.9% |
| 3M | +3.4% | +24.7% | -21.4% | +3.6% |
| 6M | +3.7% | +63.4% | -59.6% | +4.2% |
| YTD | +10.0% | +26.3% | -16.3% | +10.6% |
| 1Y | +6.6% | +20.6% | -14.0% | +7.0% |
| All | +54.2% | -16.1% | +70.4% | +55.6% |
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