+116.2%
B vs CDW
-1.8%
+117.9%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.2% | -3.8% | -1.7% |
| 7D | -2.7% | +2.6% | -5.2% | -2.9% |
| 30D | -4.3% | +20.4% | -24.7% | -5.4% |
| 3M | -2.3% | +28.5% | -30.8% | -3.7% |
| 6M | -16.2% | +70.6% | -86.8% | -19.1% |
| YTD | -8.8% | +29.1% | -37.9% | -10.7% |
| 1Y | +11.4% | +23.8% | -12.4% | +9.7% |
| 3Y | +174.3% | -14.5% | +188.8% | +181.0% |
| 5Y | +116.2% | -1.6% | +117.7% | +110.0% |
| All | +116.2% | -1.8% | +117.9% | +110.0% |
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