+30.0%
CL vs CDW
-19.1%
+49.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.4% |
| 7D | -2.2% | +3.2% | -5.4% | -2.4% |
| 30D | -4.8% | +9.3% | -14.1% | -5.3% |
| 3M | +4.9% | +9.8% | -4.9% | +4.2% |
| 6M | -5.7% | +23.3% | -29.1% | -7.6% |
| YTD | +14.4% | +13.7% | +0.7% | +12.8% |
| 1Y | +8.7% | -6.5% | +15.2% | +9.0% |
| 3Y | +30.0% | -25.2% | +55.2% | +32.2% |
| All | +30.0% | -19.1% | +49.2% | +27.5% |
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