-9.3%
SSPC vs CDW
+24.4%
-33.7%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.9% | +4.8% | -16.7% | -9.6% |
| 7D | -13.9% | +9.3% | -23.2% | -10.8% |
| 30D | +14.3% | +15.8% | -1.5% | +22.4% |
| 3M | -35.2% | +21.8% | -57.0% | -26.3% |
| All | -9.3% | +24.4% | -33.7% | +4.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling