-25.0%
CDW vs REPL
-22.6%
-2.4%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -1.0% |
| 7D | +3.2% | -3.0% | +6.1% | +3.2% |
| 30D | +9.3% | +27.1% | -17.8% | +9.2% |
| 3M | +9.8% | +52.4% | -42.6% | +9.6% |
| 6M | +23.3% | +107.4% | -84.1% | +24.2% |
| YTD | +13.7% | +54.7% | -41.1% | +14.7% |
| 1Y | -6.5% | +158.9% | -165.3% | -6.7% |
| All | -25.0% | -22.6% | -2.4% | -27.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling