+21.0%
STM vs CDW
-19.1%
+40.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +2.4% |
| 7D | +5.8% | +3.2% | +2.6% | +4.0% |
| 30D | -1.0% | +9.3% | -10.3% | -6.3% |
| 3M | -33.3% | +9.8% | -43.1% | -38.0% |
| 6M | +57.4% | +23.3% | +34.0% | +28.8% |
| YTD | +102.2% | +13.7% | +88.5% | +74.0% |
| 1Y | +99.6% | -6.5% | +106.1% | +97.9% |
| 3Y | +14.5% | -25.2% | +39.8% | +30.3% |
| All | +21.0% | -19.1% | +40.1% | +23.7% |
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 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