+42.5%
CI vs CDW
-19.1%
+61.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.2% |
| 7D | +1.3% | +3.2% | -1.9% | +0.9% |
| 30D | +4.4% | +9.3% | -4.8% | +3.3% |
| 3M | +0.7% | +9.8% | -9.1% | -0.7% |
| 6M | +0.3% | +23.3% | -23.0% | -3.4% |
| YTD | +3.8% | +13.7% | -9.8% | +1.1% |
| 1Y | -5.5% | -6.5% | +1.0% | -5.0% |
| 3Y | +8.1% | -25.2% | +33.4% | +11.4% |
| All | +42.5% | -19.1% | +61.7% | +43.9% |
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