+268.3%
SO vs CDW
+933.5%
-665.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.9% |
| 7D | -1.5% | +2.1% | -3.5% | -2.0% |
| 30D | +8.1% | +14.7% | -6.7% | +5.5% |
| 3M | +0.2% | +11.1% | -10.9% | -2.1% |
| 6M | +0.4% | +45.6% | -45.2% | -7.0% |
| YTD | +8.5% | +17.1% | -8.6% | +3.6% |
| 1Y | +4.9% | +13.2% | -8.2% | +0.7% |
| 3Y | +47.9% | -22.2% | +70.1% | +49.4% |
| 5Y | +75.7% | -10.1% | +85.8% | +68.7% |
| 10Y | +178.0% | +307.0% | -129.0% | +111.9% |
| All | +268.3% | +933.5% | -665.2% | +170.9% |
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