+110.9%
CVS vs CDW
+933.5%
-822.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.9% | +4.0% | +3.3% |
| 7D | -7.1% | +2.1% | -9.2% | -8.2% |
| 30D | -4.0% | +14.7% | -18.7% | -7.9% |
| 3M | -12.2% | +11.1% | -23.3% | -15.7% |
| 6M | -2.2% | +45.6% | -47.8% | -13.4% |
| YTD | +8.9% | +17.1% | -8.2% | +0.2% |
| 1Y | +9.9% | +13.2% | -3.3% | +2.1% |
| 3Y | +32.1% | -22.2% | +54.3% | +35.9% |
| 5Y | +5.7% | -10.1% | +15.8% | +1.9% |
| 10Y | +39.0% | +307.0% | -267.9% | -12.4% |
| All | +110.9% | +933.5% | -822.7% | +14.7% |
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