+40.7%
CL vs CDW
-21.1%
+61.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.1% | +6.1% | -0.1% |
| 7D | +5.9% | -4.1% | +10.1% | +5.8% |
| 30D | +13.8% | +16.7% | -3.0% | +13.8% |
| 3M | +6.4% | +13.6% | -7.2% | +6.5% |
| 6M | +15.6% | +17.0% | -1.4% | +15.7% |
| YTD | +27.9% | +18.1% | +9.8% | +27.7% |
| 1Y | +31.4% | +10.5% | +20.9% | +31.3% |
| All | +40.7% | -21.1% | +61.7% | +41.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling