+2,071.9%
STX vs CDW
+1,039.4%
+1,032.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +2.2% | +7.8% | +9.0% |
| 7D | -1.0% | +2.6% | -3.5% | -1.6% |
| 30D | -26.8% | +20.4% | -47.1% | -33.0% |
| 3M | -32.7% | +28.5% | -61.2% | -41.1% |
| 6M | -33.7% | +70.6% | -104.4% | -50.7% |
| YTD | +101.0% | +29.1% | +71.9% | +65.4% |
| 1Y | +92.7% | +23.8% | +68.9% | +62.5% |
| 3Y | +708.7% | -14.5% | +723.2% | +711.2% |
| 5Y | +504.0% | -1.6% | +505.6% | +457.4% |
| 10Y | +2,108.4% | +322.0% | +1,786.3% | +912.8% |
| All | +2,071.9% | +1,039.4% | +1,032.5% | +815.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling