+59.8%
SO vs CDW
-19.1%
+78.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.7% |
| 7D | -0.2% | +3.2% | -3.3% | -0.3% |
| 30D | -4.6% | +9.3% | -13.9% | -5.1% |
| 3M | -3.0% | +9.8% | -12.8% | -3.8% |
| 6M | -8.3% | +23.3% | -31.6% | -10.0% |
| YTD | +3.5% | +13.7% | -10.1% | +2.2% |
| 1Y | -0.9% | -6.5% | +5.6% | -0.5% |
| 3Y | +45.4% | -25.2% | +70.6% | +47.5% |
| All | +59.8% | -19.1% | +78.9% | +54.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling