+241.5%
SOXX vs CDW
-23.6%
+265.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -2.9% | -2.8% |
| 7D | +3.0% | -7.4% | +10.4% | +6.9% |
| 30D | -3.1% | +5.8% | -9.0% | -6.6% |
| 3M | -4.4% | +10.8% | -15.2% | -12.0% |
| 6M | +52.9% | +21.5% | +31.4% | +26.0% |
| YTD | +72.0% | +6.4% | +65.6% | +53.3% |
| 1Y | +105.1% | -14.8% | +119.9% | +115.8% |
| 3Y | +220.6% | -29.9% | +250.5% | +278.7% |
| All | +241.5% | -23.6% | +265.1% | +252.0% |
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