+6,845.4%
FIX vs CDW
+942.7%
+5,902.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -6.1% | -5.4% | -8.9% |
| 7D | -27.2% | -4.1% | -23.1% | -26.6% |
| 30D | -46.9% | +16.7% | -63.7% | -51.4% |
| 3M | -44.4% | +13.6% | -58.0% | -49.0% |
| 6M | -50.9% | +17.0% | -67.9% | -57.8% |
| YTD | +3.5% | +18.1% | -14.6% | -13.0% |
| 1Y | -2.1% | +10.5% | -12.6% | -14.5% |
| 3Y | +418.7% | -20.9% | +439.7% | +436.2% |
| 5Y | +894.6% | -9.3% | +903.9% | +838.5% |
| 10Y | +3,465.5% | +310.6% | +3,154.9% | +1,633.7% |
| All | +6,845.4% | +942.7% | +5,902.7% | +2,718.2% |
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