+48.4%
CF vs CDW
+23.1%
+25.4%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.5% | +0.8% |
| 7D | +10.4% | +2.6% | +7.8% | +10.4% |
| 30D | +7.6% | +20.4% | -12.8% | +7.4% |
| 3M | +5.2% | +28.5% | -23.3% | +4.9% |
| 6M | -0.1% | +70.6% | -70.7% | -1.6% |
| YTD | +61.7% | +29.1% | +32.6% | +69.0% |
| All | +48.4% | +23.1% | +25.4% | +56.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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