+75.9%
D vs CDW
-21.1%
+97.0%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.1% | +6.0% | +0.1% |
| 7D | +6.9% | -4.1% | +11.1% | +7.0% |
| 30D | +12.3% | +16.7% | -4.4% | +11.7% |
| 3M | +3.0% | +13.6% | -10.6% | +2.5% |
| 6M | +12.8% | +17.0% | -4.2% | +12.0% |
| YTD | +22.6% | +18.1% | +4.4% | +21.5% |
| 1Y | +21.7% | +10.5% | +11.2% | +21.0% |
| All | +75.9% | -21.1% | +97.0% | +67.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling