+16.2%
FIX vs CDW
+22.8%
-6.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.2% | -2.7% | -2.9% |
| 7D | +16.9% | +9.1% | +7.8% | +18.0% |
| 30D | -30.6% | +13.7% | -44.3% | -28.9% |
| 3M | -35.1% | +27.0% | -62.1% | -32.6% |
| 6M | -44.0% | +75.9% | -119.9% | -40.0% |
| YTD | +21.0% | +28.9% | -7.8% | +33.3% |
| 1Y | +16.2% | +19.6% | -3.5% | +39.6% |
| All | +16.2% | +22.8% | -6.7% | +39.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling