-9.3%
CDW vs REPL
-35.6%
+26.3%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +8.0% | -8.9% | -1.0% |
| 7D | +2.1% | +22.8% | -20.7% | +1.8% |
| 30D | +14.7% | +63.8% | -49.0% | +13.9% |
| 3M | +11.1% | +68.1% | -57.0% | +10.2% |
| 6M | +45.6% | +528.5% | -482.9% | +40.7% |
| YTD | +17.1% | +122.4% | -105.3% | +14.7% |
| 1Y | +13.2% | +154.4% | -141.2% | +10.4% |
| 3Y | -22.2% | +68.0% | -90.2% | -29.6% |
| All | -9.3% | -35.6% | +26.3% | -6.0% |
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