+15.2%
D vs CDW
-10.5%
+25.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.4% |
| 7D | +3.0% | +2.1% | +0.9% | +2.7% |
| 30D | +11.5% | +14.7% | -3.3% | +10.0% |
| 3M | +3.7% | +11.1% | -7.4% | +2.4% |
| 6M | +13.5% | +45.6% | -32.0% | +8.5% |
| YTD | +20.7% | +17.1% | +3.6% | +17.7% |
| 1Y | +18.2% | +13.2% | +5.1% | +15.7% |
| 3Y | +73.3% | -22.2% | +95.5% | +74.8% |
| All | +15.2% | -10.5% | +25.7% | +7.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling