+11,490.8%
FIX vs CDW
+903.1%
+10,587.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +2.4% |
| 7D | +6.0% | +3.2% | +2.9% | +4.5% |
| 30D | -7.2% | +9.3% | -16.5% | -11.6% |
| 3M | -15.9% | +9.8% | -25.6% | -21.4% |
| 6M | +12.7% | +23.3% | -10.6% | -4.4% |
| YTD | +72.8% | +13.7% | +59.1% | +50.8% |
| 1Y | +122.9% | -6.5% | +129.4% | +115.8% |
| 3Y | +774.3% | -25.2% | +799.6% | +848.2% |
| 5Y | +2,049.5% | -19.5% | +2,069.0% | +2,097.7% |
| 10Y | +5,821.5% | +285.8% | +5,535.6% | +2,916.4% |
| All | +11,490.8% | +903.1% | +10,587.7% | +4,786.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling