+901.2%
CDW vs M
-15.3%
+916.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -5.9% | -0.3% | -5.1% |
| 7D | -4.1% | -2.1% | -2.0% | -3.6% |
| 30D | +16.7% | +7.7% | +9.0% | +15.4% |
| 3M | +13.6% | -4.4% | +18.0% | +14.4% |
| 6M | +17.0% | +27.5% | -10.5% | +11.2% |
| YTD | +18.1% | +12.8% | +5.4% | +14.3% |
| 1Y | +10.5% | +20.7% | -10.3% | +5.4% |
| 3Y | -20.9% | +111.3% | -132.2% | -34.2% |
| 5Y | -9.3% | -6.3% | -3.0% | -16.8% |
| 10Y | +310.6% | +1.5% | +309.1% | +216.5% |
| All | +901.2% | -15.3% | +916.6% | +704.8% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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