+0.9%
CMG vs CDW
-1.8%
+2.6%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.2% | -0.2% | +1.4% |
| 7D | +4.1% | +2.6% | +1.5% | +3.2% |
| 30D | +20.5% | +20.4% | +0.1% | +13.6% |
| 3M | +14.5% | +28.5% | -14.0% | +4.9% |
| 6M | +14.8% | +70.6% | -55.8% | -7.2% |
| YTD | -1.0% | +29.1% | -30.1% | -12.6% |
| 1Y | +22.9% | +23.8% | -0.9% | +10.4% |
| 3Y | -13.6% | -14.5% | +0.9% | -12.3% |
| 5Y | +0.9% | -1.6% | +2.4% | -11.0% |
| All | +0.9% | -1.8% | +2.6% | -11.0% |
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