+236.6%
C vs CDW
+942.7%
-706.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -6.1% | +1.1% | -2.1% |
| 7D | -5.3% | -4.1% | -1.2% | -3.8% |
| 30D | -7.3% | +16.7% | -24.1% | -15.0% |
| 3M | -13.5% | +13.6% | -27.1% | -20.6% |
| 6M | -6.5% | +17.0% | -23.5% | -19.1% |
| YTD | +3.6% | +18.1% | -14.5% | -11.6% |
| 1Y | +18.9% | +10.5% | +8.4% | +5.3% |
| 3Y | +205.0% | -20.9% | +225.9% | +214.7% |
| 5Y | +109.4% | -9.3% | +118.7% | +92.6% |
| 10Y | +232.9% | +310.6% | -77.6% | +46.4% |
| All | +236.6% | +942.7% | -706.0% | +23.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling