+2,802.3%
SOXX vs CDW
+837.2%
+1,965.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.1% | +1.5% |
| 7D | +6.1% | -4.2% | +10.3% | +8.3% |
| 30D | +0.5% | +4.9% | -4.4% | -2.7% |
| 3M | -5.3% | +7.3% | -12.6% | -11.3% |
| 6M | +58.3% | +19.2% | +39.2% | +33.5% |
| YTD | +76.8% | +6.2% | +70.7% | +57.7% |
| 1Y | +114.6% | -14.0% | +128.6% | +117.6% |
| 3Y | +229.6% | -30.0% | +259.6% | +275.9% |
| 5Y | +257.3% | -23.6% | +280.9% | +284.2% |
| 10Y | +1,583.2% | +269.4% | +1,313.9% | +739.9% |
| All | +2,802.3% | +837.2% | +1,965.1% | +1,109.9% |
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