+892.4%
CDW vs CAPR
-64.0%
+956.4%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.7% | -5.5% | -0.9% |
| 7D | +2.1% | +41.1% | -39.0% | +1.6% |
| 30D | +14.7% | +11.1% | +3.6% | +14.5% |
| 3M | +11.1% | +115.3% | -104.2% | +9.7% |
| 6M | +45.6% | -73.8% | +119.4% | +46.6% |
| YTD | +17.1% | -68.8% | +85.9% | +17.5% |
| 1Y | +13.2% | +43.3% | -30.1% | +7.4% |
| 3Y | -22.2% | +214.7% | -236.9% | -29.1% |
| 5Y | -10.1% | +141.3% | -151.4% | -18.7% |
| 10Y | +307.0% | -67.0% | +374.0% | +249.5% |
| All | +892.4% | -64.0% | +956.4% | +710.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling