+206.6%
C vs CDW
-21.1%
+227.6%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -6.1% | +1.1% | -3.4% |
| 7D | -5.3% | -4.1% | -1.2% | -4.4% |
| 30D | -7.3% | +16.7% | -24.1% | -11.5% |
| 3M | -13.5% | +13.6% | -27.1% | -17.2% |
| 6M | -6.5% | +17.0% | -23.5% | -13.2% |
| YTD | +3.6% | +18.1% | -14.5% | -4.7% |
| 1Y | +18.9% | +10.5% | +8.4% | +12.6% |
| All | +206.6% | -21.1% | +227.6% | +217.3% |
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