-25.0%
CDW vs COMP
+215.9%
-241.0%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.0% |
| 7D | +3.2% | +1.4% | +1.8% | +3.1% |
| 30D | +9.3% | -13.3% | +22.6% | +10.1% |
| 3M | +9.8% | +41.1% | -31.3% | +7.3% |
| 6M | +23.3% | +17.2% | +6.2% | +22.2% |
| YTD | +13.7% | +5.2% | +8.4% | +13.7% |
| 1Y | -6.5% | +18.9% | -25.4% | -8.0% |
| All | -25.0% | +215.9% | -241.0% | -34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 3y: compounded portfolio wealth divided by compounded COMP 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…
3y analysis · Full analysis span regression · 6 months rolling