+51.5%
GM vs CDW
-13.4%
+64.8%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.2% | +2.7% | +2.8% |
| 7D | -1.1% | -7.4% | +6.3% | -0.5% |
| 30D | -3.4% | +5.8% | -9.3% | -3.8% |
| 3M | +8.7% | +10.8% | -2.1% | +7.6% |
| 6M | +15.4% | +21.5% | -6.1% | +10.1% |
| YTD | +6.6% | +6.4% | +0.2% | +5.0% |
| 1Y | +51.5% | -14.8% | +66.3% | +50.7% |
| All | +51.5% | -13.4% | +64.8% | +50.7% |
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