+643.2%
GEV vs CDW
-41.3%
+684.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -5.2% | +8.3% | +4.1% |
| 7D | +8.1% | -3.9% | +12.0% | +8.9% |
| 30D | -1.9% | +6.9% | -8.8% | -3.5% |
| 3M | +4.1% | +7.7% | -3.6% | +1.4% |
| 6M | +23.2% | +18.3% | +4.9% | +13.5% |
| YTD | +48.9% | +7.8% | +41.1% | +42.1% |
| 1Y | +62.2% | -12.2% | +74.4% | +72.9% |
| All | +643.2% | -41.3% | +684.5% | +732.4% |
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