-11.2%
CAG vs CDW
+1,039.4%
-1,050.6%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.2% | -4.6% | -2.7% |
| 7D | -1.8% | +2.6% | -4.3% | -2.2% |
| 30D | +9.7% | +20.4% | -10.7% | +6.4% |
| 3M | +0.5% | +28.5% | -28.0% | -3.7% |
| 6M | +8.9% | +70.6% | -61.7% | -0.7% |
| YTD | -8.4% | +29.1% | -37.5% | -13.4% |
| 1Y | -8.3% | +23.8% | -32.1% | -12.8% |
| 3Y | -36.1% | -14.5% | -21.6% | -36.5% |
| 5Y | -40.1% | -1.6% | -38.6% | -42.8% |
| 10Y | -36.9% | +322.0% | -358.9% | -56.2% |
| All | -11.2% | +1,039.4% | -1,050.6% | -44.7% |
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