+435.8%
CB vs CDW
+942.7%
-506.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.1% | +5.5% | +0.9% |
| 7D | +2.6% | -4.1% | +6.7% | +3.4% |
| 30D | +11.2% | +16.7% | -5.5% | +6.4% |
| 3M | +5.7% | +13.6% | -7.9% | +1.3% |
| 6M | +15.9% | +17.0% | -1.1% | +8.0% |
| YTD | +20.2% | +18.1% | +2.0% | +10.9% |
| 1Y | +32.4% | +10.5% | +21.9% | +24.6% |
| 3Y | +75.5% | -20.9% | +96.4% | +77.3% |
| 5Y | +105.5% | -9.3% | +114.8% | +93.2% |
| 10Y | +258.5% | +310.6% | -52.0% | +117.4% |
| All | +435.8% | +942.7% | -506.9% | +191.7% |
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