+166.0%
CAT vs CDW
-18.4%
+184.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +4.8% | +2.4% | +6.2% |
| 7D | -2.4% | +9.3% | -11.7% | -4.4% |
| 30D | -25.0% | +15.8% | -40.8% | -27.7% |
| 3M | -28.7% | +21.8% | -50.5% | -32.5% |
| 6M | -33.0% | +58.8% | -91.8% | -42.7% |
| YTD | +5.4% | +22.8% | -17.3% | -3.3% |
| 1Y | +7.3% | +17.9% | -10.7% | +0.4% |
| 3Y | +166.0% | -17.4% | +183.5% | +175.5% |
| All | +166.0% | -18.4% | +184.4% | +175.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling