+44.6%
CVX vs CDW
+23.1%
+21.5%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.2% | -1.2% | +0.9% |
| 7D | -1.7% | +2.6% | -4.3% | -1.8% |
| 30D | -0.8% | +20.4% | -21.2% | -1.9% |
| 3M | +9.4% | +28.5% | -19.1% | +7.5% |
| 6M | +17.5% | +70.6% | -53.1% | +11.8% |
| YTD | +43.8% | +29.1% | +14.8% | +40.8% |
| All | +44.6% | +23.1% | +21.5% | +42.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling