+892.4%
CDW vs M
-19.2%
+911.7%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.6% | +3.7% | 0.0% |
| 7D | +2.1% | -4.3% | +6.4% | +3.0% |
| 30D | +14.7% | +1.3% | +13.5% | +14.6% |
| 3M | +11.1% | -7.4% | +18.5% | +12.6% |
| 6M | +45.6% | +18.3% | +27.2% | +40.4% |
| YTD | +17.1% | +7.6% | +9.5% | +14.3% |
| 1Y | +13.2% | +17.4% | -4.2% | +8.6% |
| 3Y | -22.2% | +108.4% | -130.5% | -35.1% |
| 5Y | -10.1% | -10.6% | +0.5% | -16.9% |
| 10Y | +307.0% | -3.2% | +310.1% | +216.4% |
| All | +892.4% | -19.2% | +911.7% | +704.4% |
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