+331.3%
CI vs CDW
+903.1%
-571.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.0% |
| 7D | +1.3% | +3.2% | -1.9% | +0.4% |
| 30D | +4.4% | +9.3% | -4.8% | +1.5% |
| 3M | +0.7% | +9.8% | -9.1% | -3.1% |
| 6M | +0.3% | +23.3% | -23.0% | -8.6% |
| YTD | +3.8% | +13.7% | -9.8% | -3.3% |
| 1Y | -5.5% | -6.5% | +1.0% | -6.6% |
| 3Y | +8.1% | -25.2% | +33.4% | +11.7% |
| 5Y | +42.8% | -19.5% | +62.3% | +39.5% |
| 10Y | +143.9% | +285.8% | -141.9% | +39.2% |
| All | +331.3% | +903.1% | -571.8% | +113.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling