+9.1%
IR vs CDW
+13.2%
-4.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +12.7% | -13.1% | -1.5% |
| 7D | +11.6% | +3.7% | +7.8% | +11.2% |
| 30D | +7.2% | +26.0% | -18.8% | +4.6% |
| 3M | -5.9% | +10.1% | -16.0% | -6.8% |
| 6M | +11.5% | +26.1% | -14.6% | +7.5% |
| YTD | +6.3% | +25.9% | -19.5% | +1.1% |
| 1Y | +9.1% | +21.5% | -12.5% | +5.8% |
| All | +9.1% | +13.2% | -4.1% | +5.8% |
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 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