+43.4%
CL vs CDW
-4.0%
+47.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +1.8% |
| 7D | +3.2% | +9.3% | -6.1% | +2.7% |
| 30D | +8.0% | +14.4% | -6.3% | +7.1% |
| 3M | +7.9% | +21.4% | -13.6% | +6.5% |
| 6M | +14.7% | +72.8% | -58.1% | +10.4% |
| YTD | +29.2% | +28.0% | +1.1% | +26.2% |
| 1Y | +29.5% | +19.3% | +10.2% | +27.4% |
| 3Y | +40.7% | -15.3% | +56.0% | +42.0% |
| All | +43.4% | -4.0% | +47.3% | +37.0% |
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