+78.9%
SPYM vs CDW
-29.2%
+108.1%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2023-09-08 to 2026-09-08.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.2% | +4.6% | +0.4% |
| 7D | +0.6% | -3.9% | +4.5% | +1.3% |
| 30D | -0.9% | +6.9% | -7.8% | -2.3% |
| 3M | +3.9% | +7.7% | -3.8% | +1.8% |
| 6M | +14.5% | +18.3% | -3.8% | +8.1% |
| YTD | +13.0% | +7.8% | +5.2% | +9.3% |
| 1Y | +19.4% | -12.2% | +31.6% | +22.9% |
| 3Y | +78.9% | -28.9% | +107.8% | +83.0% |
| All | +78.9% | -29.2% | +108.1% | +83.0% |
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 2023-09-08 to 2026-09-08: 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…
2023-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling