+141.5%
CVS vs CDW
+903.1%
-761.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.2% |
| 7D | +4.0% | +3.2% | +0.8% | +3.1% |
| 30D | -2.4% | +9.3% | -11.7% | -4.9% |
| 3M | +2.7% | +9.8% | -7.1% | -0.5% |
| 6M | +21.9% | +23.3% | -1.5% | +12.0% |
| YTD | +24.7% | +13.7% | +11.1% | +16.9% |
| 1Y | +35.4% | -6.5% | +41.9% | +34.3% |
| 3Y | +65.2% | -25.2% | +90.4% | +73.4% |
| 5Y | +30.5% | -19.5% | +50.0% | +31.2% |
| 10Y | +40.4% | +285.8% | -245.4% | -9.4% |
| All | +141.5% | +903.1% | -761.6% | +33.8% |
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