-13.0%
CDW vs CAI
-8.1%
-4.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.0% | -4.2% | -5.1% |
| 7D | -3.9% | +0.2% | -4.0% | -3.9% |
| 30D | +6.9% | +9.1% | -2.3% | +6.5% |
| 3M | +7.7% | +53.8% | -46.1% | +4.8% |
| 6M | +18.3% | +33.5% | -15.2% | +15.9% |
| YTD | +7.8% | -8.0% | +15.8% | +6.7% |
| 1Y | -12.2% | -28.7% | +16.5% | -11.8% |
| All | -13.0% | -8.1% | -4.9% | -14.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling