+246.6%
B vs CDW
+933.5%
-686.9%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.6% |
| 7D | +9.6% | +2.1% | +7.5% | +9.5% |
| 30D | +3.5% | +14.7% | -11.2% | +3.0% |
| 3M | -1.6% | +11.1% | -12.7% | -2.0% |
| 6M | -1.7% | +45.6% | -47.2% | -3.2% |
| YTD | -5.3% | +17.1% | -22.4% | -6.2% |
| 1Y | +27.2% | +13.2% | +14.0% | +26.3% |
| 3Y | +166.1% | -22.2% | +188.3% | +168.6% |
| 5Y | +136.5% | -10.1% | +146.6% | +136.0% |
| 10Y | +172.2% | +307.0% | -134.7% | +183.2% |
| All | +246.6% | +933.5% | -686.9% | +256.2% |
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