+2.0%
CDW vs CAI
-9.5%
+11.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -4.5% | +7.3% | +3.2% |
| 7D | +13.1% | -25.6% | +38.7% | +15.7% |
| 30D | +19.1% | -17.7% | +36.9% | +21.3% |
| 3M | +24.7% | +4.4% | +20.3% | +25.0% |
| 6M | +63.4% | +51.3% | +12.1% | +59.2% |
| YTD | +26.3% | -9.5% | +35.8% | +25.6% |
| 1Y | +20.6% | -1.5% | +22.1% | +19.3% |
| All | +2.0% | -9.5% | +11.6% | +0.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling