+12.4%
CMG vs CDW
+19.9%
-7.5%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.4% |
| 7D | +2.5% | +9.3% | -6.9% | +1.8% |
| 30D | +15.6% | +14.4% | +1.2% | +14.3% |
| 3M | +8.2% | +21.4% | -13.2% | +6.5% |
| 6M | +9.9% | +72.8% | -62.9% | +2.4% |
| YTD | -4.6% | +28.0% | -32.7% | -7.4% |
| 1Y | +12.4% | +19.3% | -6.9% | +13.0% |
| All | +12.4% | +19.9% | -7.5% | +13.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling