+135.5%
CVE vs CDW
-10.5%
+146.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.4% |
| 7D | -16.1% | +2.1% | -18.2% | -16.9% |
| 30D | -10.4% | +14.7% | -25.1% | -14.3% |
| 3M | -2.4% | +11.1% | -13.5% | -6.5% |
| 6M | -4.4% | +45.6% | -50.0% | -17.2% |
| YTD | +64.9% | +17.1% | +47.8% | +51.8% |
| 1Y | +66.0% | +13.2% | +52.9% | +54.5% |
| 3Y | +57.7% | -22.2% | +79.8% | +62.3% |
| All | +135.5% | -10.5% | +146.0% | +106.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling