+44.1%
IR vs CDW
-10.5%
+54.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.9% | +2.3% | +1.7% |
| 7D | +3.7% | +2.1% | +1.6% | +2.3% |
| 30D | +7.4% | +14.7% | -7.3% | +0.6% |
| 3M | -5.9% | +11.1% | -17.0% | -11.6% |
| 6M | +5.6% | +45.6% | -40.0% | -14.9% |
| YTD | +4.8% | +17.1% | -12.3% | -8.4% |
| 1Y | +6.9% | +13.2% | -6.2% | -4.7% |
| 3Y | +27.6% | -22.2% | +49.7% | +36.1% |
| All | +44.1% | -10.5% | +54.6% | +31.5% |
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