+8.4%
LOW vs CDW
-22.8%
+31.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.2% | +3.4% | -0.3% |
| 7D | +0.4% | -3.9% | +4.2% | +1.4% |
| 30D | -10.1% | +6.9% | -17.0% | -12.1% |
| 3M | -2.9% | +7.7% | -10.5% | -5.9% |
| 6M | -19.4% | +18.3% | -37.7% | -26.5% |
| YTD | -15.4% | +7.8% | -23.2% | -20.3% |
| 1Y | -24.9% | -12.2% | -12.8% | -23.4% |
| 3Y | -7.8% | -28.9% | +21.1% | 0.0% |
| 5Y | +8.4% | -22.8% | +31.2% | +8.0% |
| All | +8.4% | -22.8% | +31.2% | +8.0% |
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