-35.8%
CBRS vs CDW
+45.2%
-80.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -5.2% | +0.3% | -4.4% |
| 7D | +15.7% | -3.9% | +19.6% | +16.1% |
| 30D | -11.9% | +6.9% | -18.8% | -12.3% |
| 3M | -16.0% | +7.7% | -23.7% | -17.7% |
| All | -35.8% | +45.2% | -80.9% | -34.0% |
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 · Available span rolling