-7.1%
LOW vs CDW
-25.0%
+18.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.4% |
| 7D | -1.7% | +3.2% | -4.9% | -2.3% |
| 30D | -7.0% | +9.3% | -16.3% | -8.6% |
| 3M | -0.9% | +9.8% | -10.7% | -3.0% |
| 6M | -20.1% | +23.3% | -43.4% | -25.1% |
| YTD | -13.9% | +13.7% | -27.6% | -17.7% |
| 1Y | -21.1% | -6.5% | -14.7% | -20.0% |
| All | -7.1% | -25.0% | +18.0% | -5.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling