+208.8%
CVX vs CDW
+1,014.9%
-806.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.9% | -2.7% | -0.7% |
| 7D | -6.2% | +13.1% | -19.3% | -10.3% |
| 30D | -0.4% | +19.1% | -19.5% | -6.6% |
| 3M | +9.3% | +24.7% | -15.4% | +0.2% |
| 6M | +18.4% | +63.4% | -45.0% | -2.7% |
| YTD | +42.5% | +26.3% | +16.1% | +26.0% |
| 1Y | +41.0% | +20.6% | +20.5% | +26.7% |
| 3Y | +67.5% | -16.3% | +83.8% | +67.1% |
| 5Y | +126.1% | -3.9% | +130.0% | +106.8% |
| 10Y | +198.8% | +331.5% | -132.7% | +68.5% |
| All | +208.8% | +1,014.9% | -806.1% | +56.1% |
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