+291.3%
IR vs CDW
+188.0%
+103.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.8% |
| 7D | -2.8% | +3.2% | -6.0% | -4.4% |
| 30D | -15.1% | +9.3% | -24.4% | -19.3% |
| 3M | +6.1% | +9.8% | -3.7% | -0.7% |
| 6M | -16.8% | +23.3% | -40.2% | -29.6% |
| YTD | -3.5% | +13.7% | -17.2% | -14.8% |
| 1Y | -3.5% | -6.5% | +3.0% | -5.5% |
| 3Y | +9.5% | -25.2% | +34.7% | +19.2% |
| 5Y | +45.1% | -19.5% | +64.6% | +48.3% |
| All | +291.3% | +188.0% | +103.2% | +139.0% |
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