+265.0%
C vs CDW
-25.3%
+290.3%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | 0.0% |
| 7D | +3.6% | +3.2% | +0.5% | +2.6% |
| 30D | +0.1% | +9.3% | -9.2% | -2.9% |
| 3M | +2.4% | +9.8% | -7.4% | -1.5% |
| 6M | +24.9% | +23.3% | +1.6% | +12.5% |
| YTD | +19.8% | +13.7% | +6.2% | +11.7% |
| 1Y | +44.9% | -6.5% | +51.3% | +46.9% |
| All | +265.0% | -25.3% | +290.3% | +275.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling