+90.1%
STM vs CDW
+20.3%
+69.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.9% | -2.5% | +0.2% |
| 7D | -7.9% | +13.1% | -21.0% | -7.9% |
| 30D | -14.1% | +19.1% | -33.3% | -14.2% |
| 3M | -17.6% | +24.7% | -42.3% | -17.6% |
| 6M | -24.2% | +63.4% | -87.6% | -25.9% |
| YTD | +73.3% | +26.3% | +47.0% | +72.9% |
| 1Y | +90.1% | +20.6% | +69.5% | +95.4% |
| All | +90.1% | +20.3% | +69.8% | +95.4% |
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