+36.3%
CDE vs CDW
-13.4%
+49.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.2% | -3.3% | -3.1% |
| 7D | -6.1% | -7.4% | +1.3% | -6.3% |
| 30D | +9.5% | +5.8% | +3.6% | +9.8% |
| 3M | +32.0% | +10.8% | +21.2% | +31.6% |
| 6M | -12.8% | +21.5% | -34.3% | -16.5% |
| YTD | +14.2% | +6.4% | +7.8% | +16.8% |
| 1Y | +36.3% | -14.8% | +51.1% | +48.7% |
| All | +36.3% | -13.4% | +49.7% | +48.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling