+183.3%
CAT vs CDW
-10.5%
+193.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.2% |
| 7D | -10.3% | +2.1% | -12.4% | -11.1% |
| 30D | -31.2% | +14.7% | -45.9% | -34.6% |
| 3M | -34.7% | +11.1% | -45.8% | -37.7% |
| 6M | -39.5% | +45.6% | -85.1% | -49.0% |
| YTD | -1.7% | +17.1% | -18.8% | -11.6% |
| 1Y | -1.1% | +13.2% | -14.3% | -9.6% |
| 3Y | +143.9% | -22.2% | +166.0% | +160.0% |
| All | +183.3% | -10.5% | +193.7% | +163.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling