-5.0%
CMG vs CDW
-29.2%
+24.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.2% | +5.2% | +1.0% |
| 7D | -1.5% | -3.9% | +2.4% | -0.8% |
| 30D | +12.7% | +6.9% | +5.8% | +10.8% |
| 3M | +26.3% | +7.7% | +18.6% | +22.9% |
| 6M | +4.5% | +18.3% | -13.8% | -2.8% |
| YTD | -0.1% | +7.8% | -7.9% | -4.4% |
| 1Y | -6.8% | -12.2% | +5.4% | -4.6% |
| 3Y | -5.0% | -28.9% | +24.0% | -1.9% |
| All | -5.0% | -29.2% | +24.2% | -1.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling