+220.7%
CF vs CDW
-19.1%
+239.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.2% | -3.1% |
| 7D | +6.0% | +3.2% | +2.8% | +5.4% |
| 30D | +14.8% | +9.3% | +5.6% | +12.7% |
| 3M | +14.1% | +9.8% | +4.3% | +11.5% |
| 6M | +28.5% | +23.3% | +5.2% | +21.8% |
| YTD | +74.9% | +13.7% | +61.3% | +68.7% |
| 1Y | +61.7% | -6.5% | +68.2% | +63.6% |
| 3Y | +80.3% | -25.2% | +105.6% | +89.8% |
| All | +220.7% | -19.1% | +239.9% | +257.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling