+43.9%
GEV vs CDW
-13.4%
+57.2%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.2% | -3.0% | -2.8% |
| 7D | -1.9% | -7.4% | +5.5% | -2.1% |
| 30D | -8.7% | +5.8% | -14.5% | -8.5% |
| 3M | +6.6% | +10.8% | -4.2% | +7.0% |
| 6M | +10.2% | +21.5% | -11.3% | +8.3% |
| YTD | +41.6% | +6.4% | +35.3% | +45.3% |
| 1Y | +43.9% | -14.8% | +58.7% | +59.9% |
| All | +43.9% | -13.4% | +57.2% | +59.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling