+6.0%
LOW vs CDW
-9.4%
+15.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -0.9% |
| 7D | +7.4% | +2.1% | +5.3% | +6.6% |
| 30D | +24.5% | +14.7% | +9.7% | +19.5% |
| 3M | +3.5% | +11.1% | -7.6% | -0.4% |
| 6M | -2.6% | +45.6% | -48.2% | -15.4% |
| YTD | -4.8% | +17.1% | -21.9% | -12.8% |
| 1Y | -0.8% | +13.2% | -14.0% | -7.9% |
| 3Y | +22.8% | -22.2% | +45.0% | +29.2% |
| All | +6.0% | -9.4% | +15.5% | 0.0% |
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 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