+13.4%
SPMO vs CDW
+19.9%
-6.6%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.5% |
| 7D | +6.3% | +9.3% | -3.0% | +6.0% |
| 30D | -8.9% | +14.4% | -23.2% | -9.0% |
| 3M | -13.2% | +21.4% | -34.6% | -13.5% |
| 6M | -9.3% | +72.8% | -82.1% | -9.2% |
| YTD | +11.6% | +28.0% | -16.5% | +13.5% |
| 1Y | +13.4% | +19.3% | -6.0% | +18.9% |
| All | +13.4% | +19.9% | -6.6% | +18.9% |
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