+102.4%
D vs CDW
+903.1%
-800.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.3% |
| 7D | +0.4% | +3.2% | -2.7% | -0.1% |
| 30D | -3.6% | +9.3% | -12.8% | -5.1% |
| 3M | -1.0% | +9.8% | -10.8% | -3.0% |
| 6M | +6.3% | +23.3% | -17.1% | +1.1% |
| YTD | +14.7% | +13.7% | +1.1% | +10.5% |
| 1Y | +16.9% | -6.5% | +23.4% | +16.5% |
| 3Y | +56.8% | -25.2% | +82.0% | +60.2% |
| 5Y | +5.2% | -19.5% | +24.7% | +4.1% |
| 10Y | +35.9% | +285.8% | -250.0% | +3.1% |
| All | +102.4% | +903.1% | -800.7% | +41.7% |
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