+7.1%
CRM vs CDW
-5.0%
+12.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.6% |
| 7D | +1.3% | +3.2% | -1.9% | 0.0% |
| 30D | +34.3% | +9.3% | +25.0% | +29.9% |
| 3M | +37.7% | +9.8% | +27.9% | +31.9% |
| 6M | +34.9% | +23.3% | +11.6% | +23.4% |
| YTD | -1.6% | +13.7% | -15.3% | -8.0% |
| 1Y | +7.1% | -6.5% | +13.6% | +3.7% |
| All | +7.1% | -5.0% | +12.1% | +3.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling