-5.0%
CMG vs CDW
-23.8%
+18.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | -3.8% | -7.4% | +3.5% | -1.6% |
| 30D | +12.9% | +5.8% | +7.1% | +10.4% |
| 3M | +18.8% | +10.8% | +8.0% | +13.2% |
| 6M | +4.1% | +21.5% | -17.4% | -7.0% |
| YTD | -2.4% | +6.4% | -8.7% | -8.1% |
| 1Y | -6.7% | -14.8% | +8.1% | -3.6% |
| 3Y | -7.1% | -29.9% | +22.7% | +0.7% |
| 5Y | -5.0% | -22.9% | +17.9% | -7.5% |
| All | -5.0% | -23.8% | +18.8% | -7.5% |
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 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