+55.0%
EWZ vs CDW
-19.1%
+74.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.5% |
| 7D | +6.5% | +3.2% | +3.3% | +5.9% |
| 30D | +4.8% | +9.3% | -4.4% | +3.0% |
| 3M | +9.9% | +9.8% | +0.1% | +7.4% |
| 6M | +1.9% | +23.3% | -21.4% | -3.9% |
| YTD | +20.3% | +13.7% | +6.7% | +15.3% |
| 1Y | +35.6% | -6.5% | +42.1% | +36.4% |
| 3Y | +43.4% | -25.2% | +68.7% | +49.2% |
| All | +55.0% | -19.1% | +74.1% | +62.6% |
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 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