-1.6%
CDW vs CAPR
+219.7%
-221.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +26.5% | -24.3% | +2.0% |
| 7D | +2.6% | +25.8% | -23.2% | +2.4% |
| 30D | +20.4% | +50.2% | -29.8% | +20.0% |
| 3M | +28.5% | +185.5% | -157.0% | +27.5% |
| 6M | +70.6% | -64.8% | +135.4% | +70.8% |
| YTD | +29.1% | -61.1% | +90.2% | +29.1% |
| 1Y | +23.8% | +81.0% | -57.2% | +19.8% |
| 3Y | -14.5% | +300.7% | -315.2% | -25.2% |
| 5Y | -1.6% | +223.3% | -224.9% | -16.6% |
| All | -1.6% | +219.7% | -221.2% | -16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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