+264.0%
SPOT vs CDW
+145.7%
+118.3%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.2% | -2.8% |
| 7D | -0.9% | +3.2% | -4.1% | -2.1% |
| 30D | +12.5% | +9.3% | +3.2% | +8.4% |
| 3M | +9.9% | +9.8% | +0.1% | +4.7% |
| 6M | +1.6% | +23.3% | -21.8% | -9.8% |
| YTD | -6.6% | +13.7% | -20.2% | -14.9% |
| 1Y | -22.9% | -6.5% | -16.5% | -24.0% |
| 3Y | +244.3% | -25.2% | +269.5% | +260.2% |
| 5Y | +117.8% | -19.5% | +137.3% | +115.1% |
| All | +264.0% | +145.7% | +118.3% | +102.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling