+26.3%
CL vs CDW
+23.0%
+3.2%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.3% | -0.1% |
| 7D | -0.8% | +2.6% | -3.3% | -0.8% |
| 30D | +9.5% | +20.4% | -10.9% | +9.7% |
| 3M | +6.8% | +28.5% | -21.7% | +7.2% |
| 6M | +14.3% | +70.6% | -56.3% | +15.9% |
| YTD | +27.0% | +29.1% | -2.1% | +25.5% |
| 1Y | +26.3% | +23.8% | +2.5% | +23.6% |
| All | +26.3% | +23.0% | +3.2% | +23.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling