+76.3%
STT vs CDW
-13.2%
+89.5%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.2% | +4.0% | -0.9% |
| 7D | +2.2% | -3.9% | +6.1% | +2.5% |
| 30D | +3.9% | +6.9% | -3.0% | +3.4% |
| 3M | +19.2% | +7.7% | +11.5% | +18.0% |
| 6M | +60.4% | +18.3% | +42.1% | +54.5% |
| YTD | +51.5% | +7.8% | +43.7% | +49.0% |
| 1Y | +76.3% | -12.2% | +88.5% | +74.0% |
| All | +76.3% | -13.2% | +89.5% | +74.0% |
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