+119.4%
SPMO vs CDW
-15.4%
+134.8%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.9% | -3.1% | -0.7% |
| 7D | -2.6% | +13.1% | -15.7% | -4.7% |
| 30D | -14.2% | +19.1% | -33.4% | -16.9% |
| 3M | -12.7% | +24.7% | -37.4% | -16.4% |
| 6M | -9.6% | +63.4% | -72.9% | -19.1% |
| YTD | +9.3% | +26.3% | -17.0% | +2.6% |
| 1Y | +8.2% | +20.6% | -12.3% | +3.2% |
| 3Y | +119.4% | -16.3% | +135.7% | +118.5% |
| All | +119.4% | -15.4% | +134.8% | +118.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling