-0.8%
CRM vs CDW
-17.6%
+16.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +7.8% | -5.9% | -2.1% |
| 7D | -4.4% | +0.9% | -5.4% | -5.0% |
| 30D | +28.1% | +13.1% | +15.1% | +20.4% |
| 3M | +48.8% | +19.7% | +29.2% | +34.3% |
| 6M | +28.3% | +30.7% | -2.5% | +8.3% |
| YTD | -6.0% | +14.7% | -20.7% | -15.3% |
| 1Y | +1.4% | -5.3% | +6.8% | +1.2% |
| 3Y | +11.8% | -23.8% | +35.7% | +20.7% |
| All | -0.8% | -17.6% | +16.8% | -4.4% |
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