+948.1%
FIX vs CDW
-10.5%
+958.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.9% | +6.3% | +5.7% |
| 7D | -17.5% | +2.1% | -19.5% | -18.6% |
| 30D | -41.6% | +14.7% | -56.3% | -45.0% |
| 3M | -40.6% | +11.1% | -51.7% | -43.9% |
| 6M | -49.4% | +45.6% | -95.0% | -58.8% |
| YTD | +9.2% | +17.1% | -7.9% | -4.7% |
| 1Y | +6.5% | +13.2% | -6.7% | -5.0% |
| 3Y | +448.7% | -22.2% | +470.9% | +498.8% |
| All | +948.1% | -10.5% | +958.5% | +898.6% |
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 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