+673.8%
STX vs CDW
-15.0%
+688.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.7% | -2.4% | -2.9% |
| 7D | +14.6% | +9.3% | +5.3% | +12.1% |
| 30D | -26.0% | +14.4% | -40.3% | -28.3% |
| 3M | -42.6% | +21.4% | -64.0% | -45.8% |
| 6M | -35.3% | +72.8% | -108.1% | -46.4% |
| YTD | +92.5% | +28.0% | +64.4% | +73.3% |
| 1Y | +102.4% | +19.3% | +83.0% | +90.1% |
| 3Y | +673.8% | -15.3% | +689.1% | +686.4% |
| All | +673.8% | -15.0% | +688.8% | +686.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling