-27.3%
SPOT vs CDW
-13.5%
-13.8%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -1.0% |
| 7D | -6.5% | -4.2% | -2.3% | -6.4% |
| 30D | +2.2% | +4.9% | -2.7% | +2.0% |
| 3M | +5.4% | +7.3% | -1.9% | +4.8% |
| 6M | -4.0% | +19.2% | -23.2% | -5.1% |
| YTD | -9.9% | +6.2% | -16.1% | -10.2% |
| 1Y | -27.3% | -14.0% | -13.3% | -26.1% |
| All | -27.3% | -13.5% | -13.8% | -26.1% |
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