+82.3%
SPYM vs CDW
-22.8%
+105.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.2% | +4.6% | +0.9% |
| 7D | +0.6% | -3.9% | +4.5% | +1.7% |
| 30D | -0.9% | +6.9% | -7.8% | -3.1% |
| 3M | +3.9% | +7.7% | -3.8% | +0.6% |
| 6M | +14.5% | +18.3% | -3.8% | +5.2% |
| YTD | +13.0% | +7.8% | +5.2% | +7.0% |
| 1Y | +19.4% | -12.2% | +31.6% | +22.2% |
| 3Y | +78.9% | -28.9% | +107.8% | +92.2% |
| 5Y | +82.3% | -22.8% | +105.1% | +79.6% |
| All | +82.3% | -22.8% | +105.1% | +79.6% |
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