+11.4%
B vs CDW
+23.0%
-11.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.2% | -3.8% | -1.5% |
| 7D | -2.7% | +2.6% | -5.2% | -2.6% |
| 30D | -4.3% | +20.4% | -24.7% | -3.1% |
| 3M | -2.3% | +28.5% | -30.8% | +0.2% |
| 6M | -16.2% | +70.6% | -86.8% | -8.9% |
| YTD | -8.8% | +29.1% | -37.9% | -1.4% |
| 1Y | +11.4% | +23.8% | -12.4% | +22.8% |
| All | +11.4% | +23.0% | -11.7% | +22.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling