+539.5%
CRM vs CDW
+837.2%
-297.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -1.2% |
| 7D | -5.0% | -4.2% | -0.7% | -2.8% |
| 30D | +23.6% | +4.9% | +18.8% | +20.8% |
| 3M | +39.6% | +7.3% | +32.3% | +33.6% |
| 6M | +23.4% | +19.2% | +4.3% | +9.9% |
| YTD | -7.4% | +6.2% | -13.5% | -13.0% |
| 1Y | -2.3% | -14.0% | +11.7% | +1.8% |
| 3Y | +10.5% | -30.0% | +40.5% | +24.6% |
| 5Y | -4.7% | -23.6% | +18.9% | +1.1% |
| 10Y | +234.7% | +269.4% | -34.6% | +56.4% |
| All | +539.5% | +837.2% | -297.7% | +125.6% |
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