+73.0%
CF vs CDW
-25.3%
+98.4%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.2% | -3.1% |
| 7D | +6.0% | +3.2% | +2.8% | +5.7% |
| 30D | +14.8% | +9.3% | +5.6% | +13.7% |
| 3M | +14.1% | +9.8% | +4.3% | +12.8% |
| 6M | +28.5% | +23.3% | +5.2% | +25.8% |
| YTD | +74.9% | +13.7% | +61.3% | +73.1% |
| 1Y | +61.7% | -6.5% | +68.2% | +65.0% |
| All | +73.0% | -25.3% | +98.4% | +80.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling