+350.4%
SU vs CDW
-23.8%
+374.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.1% | +2.0% |
| 7D | +1.6% | -4.2% | +5.8% | +2.6% |
| 30D | +10.7% | +4.9% | +5.9% | +9.1% |
| 3M | +13.5% | +7.3% | +6.2% | +10.5% |
| 6M | +21.8% | +19.2% | +2.6% | +14.3% |
| YTD | +58.8% | +6.2% | +52.7% | +53.4% |
| 1Y | +72.0% | -14.0% | +86.1% | +77.0% |
| 3Y | +121.7% | -30.0% | +151.7% | +134.4% |
| 5Y | +350.4% | -23.6% | +374.0% | +373.7% |
| All | +350.4% | -23.8% | +374.2% | +373.7% |
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