+30.3%
EWZ vs CDW
+942.7%
-912.4%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.1% | +4.6% | +0.6% |
| 7D | -4.2% | -4.1% | 0.0% | -3.1% |
| 30D | -26.1% | +16.7% | -42.9% | -30.4% |
| 3M | -12.0% | +13.6% | -25.6% | -17.0% |
| 6M | -19.3% | +17.0% | -36.3% | -26.9% |
| YTD | +0.9% | +18.1% | -17.2% | -9.9% |
| 1Y | +3.4% | +10.5% | -7.1% | -5.3% |
| 3Y | +18.6% | -20.9% | +39.5% | +20.4% |
| 5Y | +56.6% | -9.3% | +65.9% | +44.3% |
| 10Y | +50.3% | +310.6% | -260.3% | -27.3% |
| All | +30.3% | +942.7% | -912.4% | -44.8% |
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