+1,537.1%
SOXX vs CDW
+300.6%
+1,236.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +7.8% | -6.0% | -2.5% |
| 7D | +1.4% | +0.9% | +0.5% | +0.5% |
| 30D | -3.6% | +13.1% | -16.6% | -10.8% |
| 3M | -10.2% | +19.7% | -29.8% | -21.4% |
| 6M | +54.2% | +30.7% | +23.5% | +21.7% |
| YTD | +75.2% | +14.7% | +60.5% | +48.3% |
| 1Y | +107.5% | -5.3% | +112.8% | +99.1% |
| 3Y | +226.8% | -23.8% | +250.6% | +257.8% |
| 5Y | +251.2% | -16.8% | +268.0% | +259.1% |
| All | +1,537.1% | +300.6% | +1,236.5% | +649.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling