+65.4%
CVS vs CDW
-25.0%
+90.4%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.4% |
| 7D | +4.0% | +3.2% | +0.8% | +3.6% |
| 30D | -2.4% | +9.3% | -11.7% | -3.3% |
| 3M | +2.7% | +9.8% | -7.1% | +1.6% |
| 6M | +21.9% | +23.3% | -1.5% | +17.2% |
| YTD | +24.7% | +13.7% | +11.1% | +22.0% |
| 1Y | +35.4% | -6.5% | +41.9% | +39.5% |
| All | +65.4% | -25.0% | +90.4% | +95.4% |
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