+110.4%
CL vs CDW
+903.1%
-792.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.3% |
| 7D | -2.2% | +3.2% | -5.4% | -2.7% |
| 30D | -4.8% | +9.3% | -14.1% | -6.3% |
| 3M | +4.9% | +9.8% | -4.9% | +2.9% |
| 6M | -5.7% | +23.3% | -29.1% | -10.3% |
| YTD | +14.4% | +13.7% | +0.7% | +10.2% |
| 1Y | +8.7% | -6.5% | +15.2% | +8.3% |
| 3Y | +30.0% | -25.2% | +55.2% | +32.8% |
| 5Y | +28.4% | -19.5% | +47.9% | +26.8% |
| 10Y | +50.1% | +285.8% | -235.7% | -0.1% |
| All | +110.4% | +903.1% | -792.7% | +21.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling