+138.7%
CSGP vs CDW
+903.1%
-764.4%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.4% | -2.0% |
| 7D | -4.1% | +3.2% | -7.2% | -5.4% |
| 30D | +2.3% | +9.3% | -7.0% | -2.1% |
| 3M | -8.2% | +9.8% | -18.0% | -13.2% |
| 6M | -35.1% | +23.3% | -58.4% | -43.1% |
| YTD | -54.0% | +13.7% | -67.7% | -58.2% |
| 1Y | -65.3% | -6.5% | -58.8% | -65.7% |
| 3Y | -62.6% | -25.2% | -37.3% | -59.8% |
| 5Y | -64.8% | -19.5% | -45.3% | -64.2% |
| 10Y | +45.1% | +285.8% | -240.7% | -28.8% |
| All | +138.7% | +903.1% | -764.4% | -31.5% |
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