+207.3%
CAT vs CDW
-2.4%
+209.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.9% | -5.3% | -3.2% |
| 7D | -6.3% | +13.1% | -19.4% | -10.0% |
| 30D | -26.8% | +19.1% | -45.9% | -31.1% |
| 3M | -30.0% | +24.7% | -54.8% | -35.7% |
| 6M | -34.6% | +63.4% | -97.9% | -46.9% |
| YTD | +2.9% | +26.3% | -23.4% | -9.6% |
| 1Y | +3.3% | +20.6% | -17.3% | -7.1% |
| 3Y | +153.7% | -16.3% | +170.0% | +164.9% |
| 5Y | +207.3% | -3.9% | +211.2% | +182.7% |
| All | +207.3% | -2.4% | +209.6% | +182.7% |
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