+490.2%
SPYM vs CDW
+1,039.4%
-549.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.2% | -0.9% | +0.6% |
| 7D | -0.9% | +2.6% | -3.5% | -1.8% |
| 30D | -2.4% | +20.4% | -22.8% | -8.8% |
| 3M | -1.1% | +28.5% | -29.6% | -10.3% |
| 6M | +3.3% | +70.6% | -67.3% | -16.8% |
| YTD | +12.4% | +29.1% | -16.7% | -1.9% |
| 1Y | +12.5% | +23.8% | -11.3% | -0.2% |
| 3Y | +79.1% | -14.5% | +93.6% | +78.5% |
| 5Y | +75.7% | -1.6% | +77.3% | +62.4% |
| 10Y | +313.9% | +322.0% | -8.2% | +134.9% |
| All | +490.2% | +1,039.4% | -549.1% | +188.7% |
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