+16.8%
SPCH vs CDW
+13.7%
+3.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.8% | -0.9% | +17.7% | +16.7% |
| 7D | -3.0% | +2.1% | -5.1% | -0.5% |
| 30D | -39.8% | +14.7% | -54.6% | -35.1% |
| 3M | +16.8% | +11.1% | +5.7% | +26.9% |
| All | +16.8% | +13.7% | +3.2% | +26.9% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling