+58.6%
CVE vs CDW
-21.1%
+79.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -6.1% | +3.4% | -1.7% |
| 7D | -14.1% | -4.1% | -9.9% | -13.5% |
| 30D | -11.6% | +16.7% | -28.4% | -14.7% |
| 3M | 0.0% | +13.6% | -13.6% | -3.4% |
| 6M | -8.4% | +17.0% | -25.4% | -12.9% |
| YTD | +65.9% | +18.1% | +47.8% | +56.4% |
| 1Y | +69.4% | +10.5% | +59.0% | +63.1% |
| All | +58.6% | -21.1% | +79.6% | +51.2% |
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