+393.2%
CMG vs CDW
+1,014.9%
-621.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.9% | -2.4% | -0.5% |
| 7D | +8.0% | +13.1% | -5.1% | +3.4% |
| 30D | +13.7% | +19.1% | -5.4% | +6.6% |
| 3M | +11.8% | +24.7% | -13.0% | +2.2% |
| 6M | +10.6% | +63.4% | -52.8% | -10.3% |
| YTD | -2.9% | +26.3% | -29.2% | -14.8% |
| 1Y | +17.8% | +20.6% | -2.7% | +5.3% |
| 3Y | -15.3% | -16.3% | +1.0% | -15.0% |
| 5Y | -0.9% | -3.9% | +3.0% | -7.3% |
| 10Y | +358.4% | +331.5% | +26.9% | +173.6% |
| All | +393.2% | +1,014.9% | -621.7% | +151.6% |
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