-3.0%
CDW vs REPL
-35.8%
+32.9%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -6.4% | +8.6% | +2.3% |
| 7D | +2.6% | +5.3% | -2.7% | +2.5% |
| 30D | +20.4% | +66.6% | -46.2% | +19.5% |
| 3M | +28.5% | +59.6% | -31.1% | +27.5% |
| 6M | +70.6% | +482.4% | -411.7% | +64.9% |
| YTD | +29.1% | +124.1% | -95.0% | +26.4% |
| 1Y | +23.8% | +138.6% | -114.8% | +21.0% |
| 3Y | -14.5% | +96.0% | -110.5% | -23.9% |
| All | -3.0% | -35.8% | +32.9% | +0.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling