+216.0%
C vs CDW
-15.0%
+231.0%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.6% | +0.1% |
| 7D | +4.2% | +9.3% | -5.2% | +1.7% |
| 30D | +2.0% | +14.4% | -12.4% | -1.8% |
| 3M | -10.1% | +21.4% | -31.5% | -15.4% |
| 6M | +1.0% | +72.8% | -71.8% | -17.3% |
| YTD | +8.5% | +28.0% | -19.6% | -2.3% |
| 1Y | +25.7% | +19.3% | +6.4% | +16.8% |
| 3Y | +216.0% | -15.3% | +231.3% | +222.2% |
| All | +216.0% | -15.0% | +231.0% | +222.2% |
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 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