+362.8%
CI vs CDW
+942.7%
-579.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.1% | +4.9% | +0.4% |
| 7D | +1.0% | -4.1% | +5.2% | +1.9% |
| 30D | +9.9% | +16.7% | -6.9% | +4.8% |
| 3M | +12.1% | +13.6% | -1.5% | +7.0% |
| 6M | +10.6% | +17.0% | -6.4% | +2.2% |
| YTD | +11.4% | +18.1% | -6.7% | +1.9% |
| 1Y | +18.8% | +10.5% | +8.3% | +11.0% |
| 3Y | +2.9% | -20.9% | +23.8% | +3.9% |
| 5Y | +54.5% | -9.3% | +63.8% | +43.7% |
| 10Y | +175.7% | +310.6% | -134.8% | +53.9% |
| All | +362.8% | +942.7% | -579.9% | +125.4% |
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