+107.5%
SOXX vs CDW
-8.5%
+116.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +7.8% | -6.0% | +1.6% |
| 7D | +1.4% | +0.9% | +0.5% | +1.3% |
| 30D | -3.6% | +13.1% | -16.6% | -4.0% |
| 3M | -10.2% | +19.7% | -29.8% | -10.5% |
| 6M | +54.2% | +30.7% | +23.5% | +49.1% |
| YTD | +75.2% | +14.7% | +60.5% | +76.3% |
| 1Y | +107.5% | -5.3% | +112.8% | +120.9% |
| All | +107.5% | -8.5% | +116.0% | +120.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling