+286.0%
CMS vs CDW
+942.7%
-656.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.1% | +5.7% | +0.4% |
| 7D | +1.7% | -4.1% | +5.8% | +2.1% |
| 30D | +8.6% | +16.7% | -8.1% | +6.0% |
| 3M | -0.5% | +13.6% | -14.1% | -2.8% |
| 6M | -4.2% | +17.0% | -21.2% | -7.7% |
| YTD | +3.4% | +18.1% | -14.7% | -1.0% |
| 1Y | +0.4% | +10.5% | -10.0% | -2.8% |
| 3Y | +38.2% | -20.9% | +59.1% | +39.3% |
| 5Y | +35.4% | -9.3% | +44.7% | +30.7% |
| 10Y | +131.7% | +310.6% | -178.9% | +76.8% |
| All | +286.0% | +942.7% | -656.7% | +173.6% |
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