+112.6%
SPOT vs CDW
-23.8%
+136.4%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.6% |
| 7D | -6.5% | -4.2% | -2.3% | -5.3% |
| 30D | +2.2% | +4.9% | -2.7% | +0.3% |
| 3M | +5.4% | +7.3% | -1.9% | +1.7% |
| 6M | -4.0% | +19.2% | -23.2% | -13.0% |
| YTD | -9.9% | +6.2% | -16.1% | -15.1% |
| 1Y | -27.3% | -14.0% | -13.3% | -24.9% |
| 3Y | +236.4% | -30.0% | +266.4% | +259.8% |
| 5Y | +112.6% | -23.6% | +136.2% | +93.0% |
| All | +112.6% | -23.8% | +136.4% | +93.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling