-18.9%
CDW vs CRL
-35.5%
+16.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.5% |
| 7D | +3.2% | -1.0% | +4.2% | +3.4% |
| 30D | +9.3% | +10.7% | -1.4% | +5.9% |
| 3M | +9.8% | +55.3% | -45.5% | -4.9% |
| 6M | +23.3% | +60.7% | -37.3% | +5.0% |
| YTD | +13.7% | +44.6% | -31.0% | -0.6% |
| 1Y | -6.5% | +77.7% | -84.2% | -24.0% |
| 3Y | -25.2% | +37.6% | -62.9% | -37.7% |
| All | -18.9% | -35.5% | +16.6% | -18.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling