+160.7%
SPMO vs CDW
-29.2%
+189.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.2% | +5.7% | +1.5% |
| 7D | +3.4% | -3.9% | +7.3% | +4.1% |
| 30D | +0.5% | +6.9% | -6.4% | -1.0% |
| 3M | +1.9% | +7.7% | -5.8% | -0.2% |
| 6M | +27.8% | +18.3% | +9.5% | +20.0% |
| YTD | +26.7% | +7.8% | +18.9% | +22.3% |
| 1Y | +28.9% | -12.2% | +41.1% | +33.7% |
| 3Y | +160.7% | -28.9% | +189.6% | +170.0% |
| All | +160.7% | -29.2% | +189.9% | +170.0% |
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 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