+514.9%
GEV vs CDW
-30.3%
+545.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.8% |
| 7D | +3.7% | +9.3% | -5.6% | +2.2% |
| 30D | -14.7% | +14.4% | -29.0% | -16.9% |
| 3M | -23.4% | +21.4% | -44.8% | -26.6% |
| 6M | -24.3% | +72.8% | -97.1% | -35.8% |
| YTD | +23.2% | +28.0% | -4.8% | +13.4% |
| 1Y | +44.2% | +19.3% | +24.9% | +38.4% |
| All | +514.9% | -30.3% | +545.1% | +564.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling