+100.6%
CB vs CDW
-5.0%
+105.7%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.8% | -5.3% | -1.1% |
| 7D | -1.5% | +9.3% | -10.8% | -2.8% |
| 30D | +6.5% | +15.8% | -9.3% | +4.2% |
| 3M | +4.1% | +21.8% | -17.7% | +0.9% |
| 6M | +14.4% | +58.8% | -44.4% | +5.7% |
| YTD | +17.5% | +22.8% | -5.3% | +12.3% |
| 1Y | +27.5% | +17.9% | +9.6% | +22.7% |
| 3Y | +71.6% | -17.4% | +89.0% | +73.1% |
| 5Y | +100.6% | -5.7% | +106.4% | +83.8% |
| All | +100.6% | -5.0% | +105.7% | +83.8% |
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