+255.9%
SU vs CDW
+903.1%
-647.2%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.3% |
| 7D | +3.6% | +3.2% | +0.4% | +2.4% |
| 30D | +7.9% | +9.3% | -1.4% | +4.1% |
| 3M | +3.5% | +9.8% | -6.3% | -1.1% |
| 6M | +19.0% | +23.3% | -4.4% | +7.0% |
| YTD | +55.0% | +13.7% | +41.3% | +42.8% |
| 1Y | +71.2% | -6.5% | +77.7% | +69.4% |
| 3Y | +117.4% | -25.2% | +142.7% | +127.7% |
| 5Y | +335.2% | -19.5% | +354.6% | +330.3% |
| 10Y | +248.7% | +285.8% | -37.1% | +100.9% |
| All | +255.9% | +903.1% | -647.2% | +76.7% |
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 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