+863.2%
CDW vs M
-20.0%
+883.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.6% | -3.6% | -1.5% |
| 7D | +3.2% | +4.7% | -1.5% | +2.3% |
| 30D | +9.3% | -9.6% | +18.9% | +11.1% |
| 3M | +9.8% | +0.9% | +8.9% | +9.1% |
| 6M | +23.3% | +22.3% | +1.1% | +17.9% |
| YTD | +13.7% | +6.5% | +7.1% | +11.0% |
| 1Y | -6.5% | +38.8% | -45.2% | -13.1% |
| 3Y | -25.2% | +115.9% | -141.1% | -38.2% |
| 5Y | -19.5% | +28.6% | -48.1% | -30.3% |
| 10Y | +285.8% | -2.5% | +288.4% | +199.3% |
| All | +863.2% | -20.0% | +883.2% | +681.5% |
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