+57.8%
EWZ vs CDW
-10.5%
+68.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +0.8% |
| 7D | -1.5% | +2.1% | -3.6% | -2.0% |
| 30D | -24.5% | +14.7% | -39.3% | -26.4% |
| 3M | -10.7% | +11.1% | -21.8% | -12.8% |
| 6M | -19.1% | +45.6% | -64.7% | -25.7% |
| YTD | +1.6% | +17.1% | -15.5% | -3.4% |
| 1Y | +4.3% | +13.2% | -8.9% | -0.1% |
| 3Y | +19.0% | -22.2% | +41.2% | +22.5% |
| All | +57.8% | -10.5% | +68.3% | +46.9% |
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