+481.0%
STX vs CDW
-2.4%
+483.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.1% |
| 7D | +16.8% | +9.1% | +7.8% | +13.0% |
| 30D | -27.0% | +13.7% | -40.7% | -30.7% |
| 3M | -37.9% | +27.0% | -64.9% | -44.5% |
| 6M | -32.5% | +75.9% | -108.4% | -49.6% |
| YTD | +98.6% | +28.9% | +69.7% | +66.7% |
| 1Y | +93.6% | +19.6% | +74.0% | +70.9% |
| 3Y | +699.1% | -14.6% | +713.7% | +727.5% |
| 5Y | +481.0% | -3.2% | +484.2% | +423.1% |
| All | +481.0% | -2.4% | +483.4% | +423.1% |
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