+113.0%
ALL vs CDW
-15.4%
+128.5%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.9% | 0.0% | +2.6% |
| 7D | -0.1% | +13.1% | -13.2% | -1.2% |
| 30D | +13.8% | +19.1% | -5.3% | +12.0% |
| 3M | -2.8% | +24.7% | -27.5% | -4.7% |
| 6M | +23.7% | +63.4% | -39.7% | +18.6% |
| YTD | +27.3% | +26.3% | +1.0% | +23.7% |
| 1Y | +30.5% | +20.6% | +10.0% | +27.4% |
| 3Y | +113.0% | -16.3% | +129.3% | +108.6% |
| All | +113.0% | -15.4% | +128.5% | +108.6% |
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 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