+863.2%
CDW vs A
+454.0%
+409.3%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.3% |
| 7D | +3.2% | -1.9% | +5.1% | +4.1% |
| 30D | +9.3% | +6.9% | +2.4% | +5.6% |
| 3M | +9.8% | +9.2% | +0.6% | +4.6% |
| 6M | +23.3% | +25.7% | -2.3% | +8.4% |
| YTD | +13.7% | +11.5% | +2.1% | +5.8% |
| 1Y | -6.5% | +18.4% | -24.8% | -16.0% |
| 3Y | -25.2% | +26.6% | -51.8% | -37.3% |
| 5Y | -19.5% | -12.8% | -6.7% | -19.4% |
| 10Y | +285.8% | +247.2% | +38.6% | +90.2% |
| All | +863.2% | +454.0% | +409.3% | +340.1% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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