-15.3%
CDW vs CRL
+97.9%
-113.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.2% | -0.5% |
| 7D | +9.3% | +0.1% | +9.2% | +9.3% |
| 30D | +14.4% | +11.9% | +2.4% | +10.4% |
| 3M | +21.4% | +20.2% | +1.3% | +14.6% |
| 6M | +72.8% | +107.5% | -34.7% | +37.8% |
| YTD | +28.0% | +69.4% | -41.4% | +7.3% |
| 1Y | +19.3% | +99.7% | -80.4% | -4.8% |
| 3Y | -15.3% | +98.8% | -114.1% | -38.8% |
| All | -15.3% | +97.9% | -113.2% | -38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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