+167.0%
CMI vs CDW
-23.8%
+190.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.8% |
| 7D | +0.7% | -4.2% | +4.9% | +1.8% |
| 30D | -12.3% | +4.9% | -17.1% | -13.7% |
| 3M | -16.8% | +7.3% | -24.1% | -19.6% |
| 6M | +1.5% | +19.2% | -17.7% | -8.3% |
| YTD | +9.8% | +6.2% | +3.6% | +3.5% |
| 1Y | +42.6% | -14.0% | +56.6% | +47.0% |
| 3Y | +151.0% | -30.0% | +181.0% | +172.7% |
| 5Y | +167.0% | -23.6% | +190.6% | +166.6% |
| All | +167.0% | -23.8% | +190.8% | +166.6% |
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 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