-68.9%
CBRS vs CDW
+65.4%
-134.3%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +4.8% | +3.0% | +7.2% |
| 7D | +0.4% | +9.3% | -9.0% | -0.1% |
| 30D | -41.1% | +15.8% | -56.9% | -41.6% |
| 3M | -57.4% | +21.8% | -79.1% | -57.8% |
| All | -68.9% | +65.4% | -134.3% | -68.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling