+863.2%
CDW vs CAPR
-62.4%
+925.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.0% |
| 7D | +3.2% | -2.0% | +5.2% | +3.2% |
| 30D | +9.3% | +139.2% | -129.9% | +7.8% |
| 3M | +9.8% | -66.4% | +76.2% | +10.3% |
| 6M | +23.3% | -63.1% | +86.5% | +23.6% |
| YTD | +13.7% | -67.4% | +81.1% | +14.0% |
| 1Y | -6.5% | +58.2% | -64.7% | -11.4% |
| 3Y | -25.2% | +42.2% | -67.4% | -30.8% |
| 5Y | -19.5% | +87.3% | -106.7% | -26.7% |
| 10Y | +285.8% | -75.3% | +361.1% | +233.2% |
| All | +863.2% | -62.4% | +925.6% | +687.1% |
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