+4.1%
EWZ vs CDW
+16.9%
-12.8%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.8% | -2.9% | +1.8% |
| 7D | +1.4% | +9.3% | -7.9% | +1.2% |
| 30D | -25.1% | +15.8% | -40.9% | -25.1% |
| 3M | -7.7% | +21.8% | -29.5% | -7.8% |
| 6M | -15.8% | +58.8% | -74.6% | -15.4% |
| YTD | +3.6% | +22.8% | -19.2% | +4.0% |
| All | +4.1% | +16.9% | -12.8% | +4.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling