+828.7%
CAT vs CDW
+942.7%
-114.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -6.1% | -0.2% | -4.0% |
| 7D | -14.5% | -4.1% | -10.4% | -13.6% |
| 30D | -35.7% | +16.7% | -52.5% | -40.2% |
| 3M | -36.3% | +13.6% | -49.9% | -40.7% |
| 6M | -38.5% | +17.0% | -55.6% | -45.6% |
| YTD | -2.5% | +18.1% | -20.7% | -15.0% |
| 1Y | -1.9% | +10.5% | -12.4% | -11.7% |
| 3Y | +139.2% | -20.9% | +160.1% | +146.6% |
| 5Y | +192.1% | -9.3% | +201.5% | +176.8% |
| 10Y | +732.3% | +310.6% | +421.7% | +328.6% |
| All | +828.7% | +942.7% | -114.0% | +327.4% |
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