-13.5%
F vs CDW
-2.4%
-11.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.9% | -4.8% | -3.1% |
| 7D | -0.2% | +13.1% | -13.3% | -5.5% |
| 30D | +0.9% | +19.1% | -18.2% | -6.9% |
| 3M | -11.3% | +24.7% | -36.1% | -20.2% |
| 6M | +2.0% | +63.4% | -61.3% | -20.6% |
| YTD | -3.2% | +26.3% | -29.5% | -17.9% |
| 1Y | -3.5% | +20.6% | -24.0% | -15.9% |
| 3Y | +48.1% | -16.3% | +64.4% | +53.0% |
| 5Y | -13.5% | -3.9% | -9.6% | -23.2% |
| All | -13.5% | -2.4% | -11.1% | -23.2% |
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