-18.1%
CAG vs CDW
-13.4%
-4.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -2.9% | -2.7% |
| 7D | -5.9% | -7.4% | +1.5% | -5.4% |
| 30D | -1.5% | +5.8% | -7.4% | -2.1% |
| 3M | +11.5% | +10.8% | +0.6% | +10.0% |
| 6M | -15.7% | +21.5% | -37.2% | -18.7% |
| YTD | -10.2% | +6.4% | -16.6% | -12.6% |
| 1Y | -18.1% | -14.8% | -3.3% | -18.9% |
| All | -18.1% | -13.4% | -4.7% | -18.9% |
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