+9.7%
CRM vs CDW
-30.1%
+39.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.6% | -0.5% |
| 7D | -8.1% | -7.4% | -0.7% | -5.1% |
| 30D | +23.1% | +5.8% | +17.2% | +20.5% |
| 3M | +42.5% | +10.8% | +31.7% | +35.9% |
| 6M | +25.3% | +21.5% | +3.8% | +13.6% |
| YTD | -7.8% | +6.4% | -14.2% | -12.1% |
| 1Y | +1.0% | -14.8% | +15.8% | +5.6% |
| All | +9.7% | -30.1% | +39.9% | +15.9% |
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