-23.6%
GEV vs CDW
+68.9%
-92.5%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.4% | +1.2% |
| 7D | +6.2% | +9.1% | -2.9% | +7.3% |
| 30D | -18.4% | +13.7% | -32.1% | -16.3% |
| 3M | -21.2% | +27.0% | -48.3% | -18.0% |
| 6M | -23.6% | +75.9% | -99.4% | -16.7% |
| All | -23.6% | +68.9% | -92.5% | -16.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling