+75.8%
GM vs CDW
-17.6%
+93.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +7.8% | -8.4% | -3.6% |
| 7D | -2.4% | +0.9% | -3.4% | -2.9% |
| 30D | -1.1% | +13.1% | -14.2% | -6.3% |
| 3M | +6.1% | +19.7% | -13.5% | -3.0% |
| 6M | +15.0% | +30.7% | -15.8% | -3.1% |
| YTD | +6.0% | +14.7% | -8.7% | -4.9% |
| 1Y | +47.1% | -5.3% | +52.4% | +46.1% |
| 3Y | +170.5% | -23.8% | +194.3% | +190.3% |
| All | +75.8% | -17.6% | +93.4% | +72.8% |
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