-62.8%
CSGP vs CDW
-25.3%
-37.5%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.4% | -2.1% |
| 7D | -4.1% | +3.2% | -7.2% | -5.1% |
| 30D | +2.3% | +9.3% | -7.0% | -0.9% |
| 3M | -8.2% | +9.8% | -18.0% | -12.0% |
| 6M | -35.1% | +23.3% | -58.4% | -41.4% |
| YTD | -54.0% | +13.7% | -67.7% | -57.1% |
| 1Y | -65.3% | -6.5% | -58.8% | -65.3% |
| All | -62.8% | -25.3% | -37.5% | -62.7% |
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