+103.7%
CDW vs REPL
+25.1%
+78.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -3.2% | -2.9% | -6.0% |
| 7D | -4.1% | +15.1% | -19.2% | -4.6% |
| 30D | +16.7% | +51.1% | -34.3% | +14.8% |
| 3M | +13.6% | +69.2% | -55.6% | +11.2% |
| 6M | +17.0% | +597.6% | -580.5% | +5.1% |
| YTD | +18.1% | +106.0% | -87.8% | +9.2% |
| 1Y | +10.5% | +133.3% | -122.9% | +1.3% |
| 3Y | -20.9% | +41.0% | -61.9% | -36.1% |
| 5Y | -9.3% | -40.1% | +30.8% | -21.7% |
| All | +103.7% | +25.1% | +78.6% | +31.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling