+319.4%
IR vs CDW
+199.4%
+120.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -6.1% | +3.4% | +0.1% |
| 7D | +2.3% | -4.1% | +6.4% | +3.5% |
| 30D | +3.3% | +16.7% | -13.4% | -5.2% |
| 3M | -9.0% | +13.6% | -22.6% | -16.5% |
| 6M | +8.0% | +17.0% | -9.0% | -6.7% |
| YTD | +3.4% | +18.1% | -14.7% | -11.9% |
| 1Y | +4.5% | +10.5% | -5.9% | -7.6% |
| 3Y | +25.6% | -20.9% | +46.5% | +30.5% |
| 5Y | +43.8% | -9.3% | +53.1% | +35.7% |
| All | +319.4% | +199.4% | +120.0% | +147.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling