+72.2%
CSX vs CDW
-25.3%
+97.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.0% |
| 7D | -3.4% | +3.2% | -6.6% | -3.9% |
| 30D | -3.1% | +9.3% | -12.4% | -4.7% |
| 3M | +7.2% | +9.8% | -2.6% | +4.9% |
| 6M | +16.2% | +23.3% | -7.2% | +9.0% |
| YTD | +37.5% | +13.7% | +23.9% | +31.7% |
| 1Y | +53.2% | -6.5% | +59.7% | +55.3% |
| All | +72.2% | -25.3% | +97.6% | +75.4% |
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