+105.9%
C vs CDW
-10.5%
+116.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.8% |
| 7D | -2.4% | +2.1% | -4.5% | -3.3% |
| 30D | -6.0% | +14.7% | -20.7% | -10.8% |
| 3M | -10.5% | +11.1% | -21.7% | -14.8% |
| 6M | -5.7% | +45.6% | -51.3% | -20.8% |
| YTD | +4.1% | +17.1% | -13.0% | -6.0% |
| 1Y | +20.5% | +13.2% | +7.3% | +10.4% |
| 3Y | +208.1% | -22.2% | +230.3% | +223.0% |
| All | +105.9% | -10.5% | +116.4% | +87.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling