+20.6%
CDW vs REPL
+175.2%
-154.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.6% | -1.7% | +2.9% |
| 7D | +13.1% | +12.7% | +0.3% | +13.2% |
| 30D | +19.1% | +73.5% | -54.3% | +19.8% |
| 3M | +24.7% | +70.3% | -45.6% | +25.5% |
| 6M | +63.4% | +472.0% | -408.6% | +71.4% |
| YTD | +26.3% | +139.5% | -113.2% | +37.7% |
| 1Y | +20.6% | +167.3% | -146.7% | +28.6% |
| All | +20.6% | +175.2% | -154.6% | +28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 1y: compounded portfolio wealth divided by compounded REPL 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…
1y analysis · Full analysis span regression · 6 months rolling