+6.8%
CAT vs CDW
+23.0%
-16.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.2% | +0.7% | +2.9% |
| 7D | +1.7% | +2.6% | -0.8% | +1.6% |
| 30D | -24.6% | +20.4% | -45.0% | -24.3% |
| 3M | -28.5% | +28.5% | -57.0% | -28.3% |
| 6M | -34.8% | +70.6% | -105.4% | -35.1% |
| YTD | +5.9% | +29.1% | -23.2% | +8.1% |
| 1Y | +6.8% | +23.8% | -17.0% | +13.2% |
| All | +6.8% | +23.0% | -16.2% | +13.2% |
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