-11.4%
F vs CDW
-8.7%
-2.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.1% | +5.0% | +1.4% |
| 7D | +1.4% | -4.1% | +5.5% | +2.6% |
| 30D | +2.0% | +16.7% | -14.7% | -5.0% |
| 3M | -10.4% | +13.6% | -24.0% | -16.2% |
| 6M | +9.7% | +17.0% | -7.3% | -2.4% |
| YTD | -1.2% | +18.1% | -19.3% | -13.8% |
| 1Y | 0.0% | +10.5% | -10.4% | -9.3% |
| 3Y | +41.1% | -20.9% | +62.0% | +48.6% |
| 5Y | -11.4% | -9.3% | -2.1% | -18.9% |
| All | -11.4% | -8.7% | -2.7% | -18.9% |
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