+29.3%
EXC vs CDW
-15.4%
+44.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.9% | -3.1% | -0.2% |
| 7D | +0.1% | +13.1% | -13.0% | +0.2% |
| 30D | +9.0% | +19.1% | -10.1% | +9.3% |
| 3M | +3.3% | +24.7% | -21.4% | +3.7% |
| 6M | +5.7% | +63.4% | -57.7% | +6.9% |
| YTD | +7.3% | +26.3% | -19.0% | +8.1% |
| 1Y | +2.9% | +20.6% | -17.7% | +3.5% |
| 3Y | +29.3% | -16.3% | +45.6% | +26.0% |
| All | +29.3% | -15.4% | +44.8% | +26.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling