+251.0%
SPOT vs CDW
+129.5%
+121.4%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.5% |
| 7D | -6.5% | -4.2% | -2.3% | -5.1% |
| 30D | +2.2% | +4.9% | -2.7% | 0.0% |
| 3M | +5.4% | +7.3% | -1.9% | +1.2% |
| 6M | -4.0% | +19.2% | -23.2% | -13.9% |
| YTD | -9.9% | +6.2% | -16.1% | -15.9% |
| 1Y | -27.3% | -14.0% | -13.3% | -25.9% |
| 3Y | +236.4% | -30.0% | +266.4% | +260.3% |
| 5Y | +112.6% | -23.6% | +136.2% | +113.7% |
| All | +251.0% | +129.5% | +121.4% | +100.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling