-54.5%
CSGP vs CDW
+13.6%
-68.1%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.1% | +4.5% | +0.1% |
| 7D | +13.9% | -4.1% | +18.0% | +14.7% |
| 30D | +16.0% | +16.7% | -0.7% | +10.2% |
| 3M | +6.1% | +13.6% | -7.5% | +1.2% |
| 6M | -8.2% | +17.0% | -25.2% | -15.2% |
| YTD | -52.3% | +18.1% | -70.5% | -55.9% |
| 1Y | -54.5% | +10.5% | -65.0% | -57.0% |
| All | -54.5% | +13.6% | -68.1% | -57.0% |
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