+725.6%
CAH vs CDW
+1,030.0%
-304.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.7% | +1.2% |
| 7D | +3.5% | +9.3% | -5.9% | +1.0% |
| 30D | +13.5% | +14.4% | -0.9% | +8.9% |
| 3M | +21.8% | +21.4% | +0.4% | +14.5% |
| 6M | +51.5% | +72.8% | -21.3% | +26.7% |
| YTD | +38.1% | +28.0% | +10.1% | +24.1% |
| 1Y | +37.7% | +19.3% | +18.4% | +26.4% |
| 3Y | +179.6% | -15.3% | +194.9% | +177.5% |
| 5Y | +504.9% | -3.8% | +508.7% | +457.0% |
| 10Y | +418.6% | +318.5% | +100.0% | +184.9% |
| All | +725.6% | +1,030.0% | -304.3% | +313.1% |
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