+837.0%
CAT vs CDW
+933.5%
-96.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.2% |
| 7D | -10.3% | +2.1% | -12.4% | -11.5% |
| 30D | -31.2% | +14.7% | -45.9% | -35.6% |
| 3M | -34.7% | +11.1% | -45.8% | -38.6% |
| 6M | -39.5% | +45.6% | -85.1% | -50.6% |
| YTD | -1.7% | +17.1% | -18.8% | -13.9% |
| 1Y | -1.1% | +13.2% | -14.3% | -12.0% |
| 3Y | +143.9% | -22.2% | +166.0% | +153.2% |
| 5Y | +194.8% | -10.1% | +204.9% | +180.2% |
| 10Y | +739.8% | +307.0% | +432.8% | +334.0% |
| All | +837.0% | +933.5% | -96.5% | +332.7% |
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 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