+23.8%
CDW vs CAI
-0.4%
+24.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.0% | +2.2% |
| 7D | +2.6% | -26.3% | +28.8% | +5.2% |
| 30D | +20.4% | -17.5% | +37.9% | +22.9% |
| 3M | +28.5% | +5.8% | +22.6% | +29.0% |
| 6M | +70.6% | +53.6% | +17.0% | +66.1% |
| YTD | +29.1% | -9.2% | +38.3% | +25.5% |
| 1Y | +23.8% | -2.7% | +26.4% | +20.5% |
| All | +23.8% | -0.4% | +24.2% | +20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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