+31.7%
HD vs CDW
-14.3%
+46.0%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.1% | -0.3% |
| 7D | -1.2% | +2.6% | -3.7% | -1.7% |
| 30D | +20.9% | +20.4% | +0.5% | +16.9% |
| 3M | -0.2% | +28.5% | -28.6% | -4.7% |
| 6M | +14.5% | +70.6% | -56.1% | +2.4% |
| YTD | +4.3% | +29.1% | -24.8% | -2.5% |
| 1Y | -3.5% | +23.8% | -27.3% | -8.8% |
| All | +31.7% | -14.3% | +46.0% | +27.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling