+894.6%
FIX vs CDW
-8.7%
+903.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -6.1% | -5.4% | -9.6% |
| 7D | -27.2% | -4.1% | -23.1% | -26.5% |
| 30D | -46.9% | +16.7% | -63.7% | -50.3% |
| 3M | -44.4% | +13.6% | -58.0% | -47.9% |
| 6M | -50.9% | +17.0% | -67.9% | -56.2% |
| YTD | +3.5% | +18.1% | -14.6% | -9.9% |
| 1Y | -2.1% | +10.5% | -12.6% | -11.0% |
| 3Y | +418.7% | -20.9% | +439.7% | +461.9% |
| 5Y | +894.6% | -9.3% | +903.9% | +850.7% |
| All | +894.6% | -8.7% | +903.3% | +850.7% |
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