+219.8%
C vs CDW
-18.4%
+238.1%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.8% | -2.4% | +1.2% |
| 7D | -0.9% | +9.3% | -10.2% | -3.3% |
| 30D | -5.4% | +15.8% | -21.2% | -9.4% |
| 3M | -9.2% | +21.8% | -30.9% | -14.7% |
| 6M | -1.8% | +58.8% | -60.6% | -17.5% |
| YTD | +6.7% | +22.8% | -16.1% | -2.9% |
| 1Y | +23.5% | +17.9% | +5.6% | +14.4% |
| 3Y | +219.8% | -17.4% | +237.2% | +224.7% |
| All | +219.8% | -18.4% | +238.1% | +224.7% |
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