+624.3%
CAH vs CDW
+903.1%
-278.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.3% |
| 7D | +5.4% | +3.2% | +2.2% | +4.4% |
| 30D | +3.3% | +9.3% | -6.0% | +0.5% |
| 3M | +22.8% | +9.8% | +13.0% | +18.4% |
| 6M | +11.3% | +23.3% | -12.1% | +2.0% |
| YTD | +21.1% | +13.7% | +7.5% | +13.3% |
| 1Y | +67.2% | -6.5% | +73.7% | +65.4% |
| 3Y | +195.6% | -25.2% | +220.9% | +205.6% |
| 5Y | +413.8% | -19.5% | +433.3% | +403.2% |
| 10Y | +309.6% | +285.8% | +23.8% | +131.5% |
| All | +624.3% | +903.1% | -278.8% | +277.1% |
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