+96.5%
STM vs CDW
+13.2%
+83.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +12.7% | -18.7% | -6.1% |
| 7D | -6.0% | +3.7% | -9.8% | -5.7% |
| 30D | -20.9% | +26.0% | -47.0% | -21.2% |
| 3M | -15.8% | +10.1% | -25.9% | -15.4% |
| 6M | -17.0% | +26.1% | -43.1% | -16.5% |
| YTD | +76.8% | +25.9% | +50.9% | +76.0% |
| 1Y | +96.5% | +21.5% | +74.9% | +99.4% |
| All | +96.5% | +13.2% | +83.3% | +99.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling