+114.1%
D vs CDW
+942.7%
-828.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.1% | +6.0% | +0.8% |
| 7D | +6.9% | -4.1% | +11.1% | +7.5% |
| 30D | +12.3% | +16.7% | -4.4% | +9.3% |
| 3M | +3.0% | +13.6% | -10.6% | +0.4% |
| 6M | +12.8% | +17.0% | -4.2% | +8.2% |
| YTD | +22.6% | +18.1% | +4.4% | +16.9% |
| 1Y | +21.7% | +10.5% | +11.2% | +17.4% |
| 3Y | +83.9% | -20.9% | +104.8% | +85.4% |
| 5Y | +14.0% | -9.3% | +23.3% | +9.9% |
| 10Y | +45.6% | +310.6% | -265.0% | +9.0% |
| All | +114.1% | +942.7% | -828.6% | +48.4% |
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 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