+2,105.4%
FIX vs CDW
-19.1%
+2,124.6%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +2.3% |
| 7D | +6.0% | +3.2% | +2.9% | +4.7% |
| 30D | -7.2% | +9.3% | -16.5% | -10.8% |
| 3M | -15.9% | +9.8% | -25.6% | -20.3% |
| 6M | +12.7% | +23.3% | -10.6% | -2.6% |
| YTD | +72.8% | +13.7% | +59.1% | +54.1% |
| 1Y | +122.9% | -6.5% | +129.4% | +123.4% |
| 3Y | +774.3% | -25.2% | +799.6% | +882.0% |
| All | +2,105.4% | -19.1% | +2,124.6% | +2,279.9% |
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