+632.0%
ALL vs CDW
+942.7%
-310.7%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.1% | +5.3% | +0.7% |
| 7D | +4.2% | -4.1% | +8.3% | +5.0% |
| 30D | +18.9% | +16.7% | +2.2% | +13.7% |
| 3M | +1.2% | +13.6% | -12.4% | -3.0% |
| 6M | +23.2% | +17.0% | +6.2% | +15.0% |
| YTD | +30.0% | +18.1% | +11.9% | +20.3% |
| 1Y | +39.6% | +10.5% | +29.2% | +31.6% |
| 3Y | +115.2% | -20.9% | +136.2% | +117.3% |
| 5Y | +156.2% | -9.3% | +165.6% | +140.6% |
| 10Y | +398.0% | +310.6% | +87.4% | +208.1% |
| All | +632.0% | +942.7% | -310.7% | +318.2% |
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