+892.4%
CDW vs A
+542.7%
+349.8%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.6% | -1.7% |
| 7D | +2.1% | -0.1% | +2.2% | +2.2% |
| 30D | +14.7% | +3.4% | +11.4% | +13.0% |
| 3M | +11.1% | +23.8% | -12.7% | -0.4% |
| 6M | +45.6% | +49.0% | -3.4% | +17.6% |
| YTD | +17.1% | +29.4% | -12.3% | +1.0% |
| 1Y | +13.2% | +19.4% | -6.2% | +1.6% |
| 3Y | -22.2% | +66.2% | -88.4% | -43.3% |
| 5Y | -10.1% | +15.8% | -25.9% | -22.5% |
| 10Y | +307.0% | +326.1% | -19.1% | +81.6% |
| All | +892.4% | +542.7% | +349.8% | +320.0% |
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