+118.5%
SPOT vs CDW
-5.0%
+123.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.8% | -3.8% | -0.5% |
| 7D | +2.5% | +9.3% | -6.8% | -0.4% |
| 30D | +15.1% | +15.8% | -0.7% | +9.5% |
| 3M | +24.8% | +21.8% | +3.0% | +16.2% |
| 6M | +45.8% | +58.8% | -13.0% | +21.4% |
| YTD | +4.9% | +22.8% | -17.9% | -6.2% |
| 1Y | -1.3% | +17.9% | -19.2% | -10.1% |
| 3Y | +257.7% | -17.4% | +275.1% | +258.4% |
| 5Y | +118.5% | -5.7% | +124.2% | +84.5% |
| All | +118.5% | -5.0% | +123.5% | +84.5% |
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