+44.9%
IR vs CDW
-4.0%
+48.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | 0.0% |
| 7D | +2.5% | +9.3% | -6.8% | -1.0% |
| 30D | +9.2% | +14.4% | -5.2% | +2.6% |
| 3M | +0.9% | +21.4% | -20.5% | -8.3% |
| 6M | +19.2% | +72.8% | -53.6% | -10.9% |
| YTD | +7.5% | +28.0% | -20.5% | -9.3% |
| 1Y | +11.7% | +19.3% | -7.6% | -1.8% |
| 3Y | +23.9% | -15.3% | +39.2% | +28.1% |
| All | +44.9% | -4.0% | +48.9% | +30.8% |
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