+39.4%
GM vs CDW
+13.2%
+26.2%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +12.7% | -8.0% | +3.4% |
| 7D | +12.1% | +3.7% | +8.3% | +11.4% |
| 30D | +15.2% | +26.0% | -10.8% | +12.4% |
| 3M | +4.9% | +10.1% | -5.2% | +3.4% |
| 6M | +22.6% | +26.1% | -3.4% | +18.4% |
| YTD | +14.4% | +25.9% | -11.4% | +11.7% |
| 1Y | +39.4% | +21.5% | +17.9% | +38.7% |
| All | +39.4% | +13.2% | +26.2% | +38.7% |
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 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