-14.6%
CDW vs CRL
+100.7%
-115.3%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.1% | +2.4% |
| 7D | +2.6% | +5.0% | -2.5% | +1.3% |
| 30D | +20.4% | +13.5% | +6.9% | +15.8% |
| 3M | +28.5% | +21.5% | +6.9% | +20.9% |
| 6M | +70.6% | +103.4% | -32.8% | +36.9% |
| YTD | +29.1% | +71.8% | -42.7% | +7.9% |
| 1Y | +23.8% | +97.5% | -73.7% | -0.9% |
| All | -14.6% | +100.7% | -115.3% | -38.5% |
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