+407.5%
CMG vs CDW
+903.1%
-495.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.3% |
| 7D | -2.8% | +3.2% | -6.0% | -3.9% |
| 30D | +7.1% | +9.3% | -2.2% | +3.4% |
| 3M | +31.2% | +9.8% | +21.4% | +25.1% |
| 6M | +0.7% | +23.3% | -22.7% | -10.1% |
| YTD | -0.1% | +13.7% | -13.8% | -8.3% |
| 1Y | -10.7% | -6.5% | -4.3% | -11.9% |
| 3Y | -4.7% | -25.2% | +20.6% | +0.3% |
| 5Y | -3.8% | -19.5% | +15.7% | -3.5% |
| 10Y | +352.5% | +285.8% | +66.7% | +182.6% |
| All | +407.5% | +903.1% | -495.6% | +170.7% |
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