+210.8%
CVX vs CDW
+933.5%
-722.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | +0.1% |
| 7D | -9.7% | +2.1% | -11.8% | -10.7% |
| 30D | +3.6% | +14.7% | -11.1% | -1.7% |
| 3M | +13.3% | +11.1% | +2.2% | +7.9% |
| 6M | +16.9% | +45.6% | -28.7% | -0.2% |
| YTD | +43.4% | +17.1% | +26.3% | +30.0% |
| 1Y | +44.5% | +13.2% | +31.3% | +32.4% |
| 3Y | +64.0% | -22.2% | +86.2% | +67.4% |
| 5Y | +126.4% | -10.1% | +136.5% | +111.3% |
| 10Y | +209.4% | +307.0% | -97.6% | +78.0% |
| All | +210.8% | +933.5% | -722.7% | +61.0% |
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