-58.4%
CSGP vs CDW
-21.1%
-37.3%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.1% | +4.5% | +0.3% |
| 7D | +13.9% | -4.1% | +18.0% | +14.9% |
| 30D | +16.0% | +16.7% | -0.7% | +9.7% |
| 3M | +6.1% | +13.6% | -7.5% | +0.8% |
| 6M | -8.2% | +17.0% | -25.2% | -15.4% |
| YTD | -52.3% | +18.1% | -70.5% | -56.4% |
| 1Y | -54.5% | +10.5% | -65.0% | -57.4% |
| All | -58.4% | -21.1% | -37.3% | -59.7% |
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 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