+892.4%
CDW vs GAP
-20.7%
+913.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.1% | +3.3% | -0.1% |
| 7D | +2.1% | -3.8% | +5.9% | +3.0% |
| 30D | +14.7% | -9.0% | +23.8% | +16.9% |
| 3M | +11.1% | +5.5% | +5.7% | +9.6% |
| 6M | +45.6% | -11.1% | +56.7% | +47.1% |
| YTD | +17.1% | -13.6% | +30.7% | +18.1% |
| 1Y | +13.2% | -2.9% | +16.0% | +11.3% |
| 3Y | -22.2% | +69.6% | -91.8% | -35.3% |
| 5Y | -10.1% | +5.4% | -15.5% | -22.3% |
| 10Y | +307.0% | +17.8% | +289.1% | +194.3% |
| All | +892.4% | -20.7% | +913.2% | +656.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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