-9.6%
CAG vs CDW
+19.9%
-29.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.3% |
| 7D | -3.3% | +9.3% | -12.7% | -4.1% |
| 30D | +7.7% | +14.4% | -6.7% | +6.2% |
| 3M | -3.2% | +21.4% | -24.6% | -5.0% |
| 6M | +7.0% | +72.8% | -65.8% | +1.1% |
| YTD | -9.0% | +28.0% | -37.0% | -13.2% |
| 1Y | -9.6% | +19.3% | -29.0% | -12.0% |
| All | -9.6% | +19.9% | -29.6% | -12.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling