+257.7%
SPOT vs CDW
-18.4%
+276.1%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.8% | -3.8% | +0.4% |
| 7D | +2.5% | +9.3% | -6.8% | +1.3% |
| 30D | +15.1% | +15.8% | -0.7% | +12.9% |
| 3M | +24.8% | +21.8% | +3.0% | +21.4% |
| 6M | +45.8% | +58.8% | -13.0% | +36.3% |
| YTD | +4.9% | +22.8% | -17.9% | +0.9% |
| 1Y | -1.3% | +17.9% | -19.2% | -4.2% |
| 3Y | +257.7% | -17.4% | +275.1% | +247.8% |
| All | +257.7% | -18.4% | +276.1% | +247.8% |
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