+42.8%
CL vs CDW
-8.7%
+51.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.1% | +6.1% | +0.3% |
| 7D | +5.9% | -4.1% | +10.1% | +6.1% |
| 30D | +13.8% | +16.7% | -3.0% | +12.7% |
| 3M | +6.4% | +13.6% | -7.2% | +5.4% |
| 6M | +15.6% | +17.0% | -1.4% | +13.9% |
| YTD | +27.9% | +18.1% | +9.8% | +25.6% |
| 1Y | +31.4% | +10.5% | +20.9% | +29.8% |
| 3Y | +41.4% | -20.9% | +62.3% | +43.0% |
| 5Y | +42.8% | -9.3% | +52.1% | +36.1% |
| All | +42.8% | -8.7% | +51.5% | +36.1% |
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