+244.7%
B vs CDW
+942.7%
-698.0%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.1% | +6.7% | +0.8% |
| 7D | +4.3% | -4.1% | +8.4% | +4.4% |
| 30D | -0.9% | +16.7% | -17.7% | -1.5% |
| 3M | -1.4% | +13.6% | -14.9% | -1.8% |
| 6M | +5.0% | +17.0% | -12.0% | +4.1% |
| YTD | -5.8% | +18.1% | -24.0% | -6.8% |
| 1Y | +25.6% | +10.5% | +15.1% | +24.9% |
| 3Y | +161.6% | -20.9% | +182.5% | +163.9% |
| 5Y | +135.2% | -9.3% | +144.5% | +134.7% |
| 10Y | +170.7% | +310.6% | -139.8% | +181.5% |
| All | +244.7% | +942.7% | -698.0% | +254.2% |
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