+530.9%
LOW vs CDW
+903.1%
-372.2%
-48.6%
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% | +1.6% |
| 7D | -1.7% | +3.2% | -4.9% | -2.9% |
| 30D | -7.0% | +9.3% | -16.3% | -10.5% |
| 3M | -0.9% | +9.8% | -10.7% | -5.6% |
| 6M | -20.1% | +23.3% | -43.4% | -29.4% |
| YTD | -13.9% | +13.7% | -27.6% | -21.7% |
| 1Y | -21.1% | -6.5% | -14.7% | -22.5% |
| 3Y | -6.6% | -25.2% | +18.6% | -1.5% |
| 5Y | +9.4% | -19.5% | +28.8% | +9.5% |
| 10Y | +220.5% | +285.8% | -65.3% | +83.8% |
| All | +530.9% | +903.1% | -372.2% | +238.4% |
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