+37.9%
CMS vs CDW
-15.4%
+53.4%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.9% | -2.6% | +0.3% |
| 7D | +0.5% | +13.1% | -12.6% | +0.4% |
| 30D | +7.4% | +19.1% | -11.7% | +7.2% |
| 3M | +1.9% | +24.7% | -22.9% | +1.6% |
| 6M | -2.3% | +63.4% | -65.7% | -2.9% |
| YTD | +3.0% | +26.3% | -23.4% | +2.7% |
| 1Y | -2.8% | +20.6% | -23.4% | -3.0% |
| 3Y | +37.9% | -16.3% | +54.2% | +33.0% |
| All | +37.9% | -15.4% | +53.4% | +33.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling