+11.3%
LVS vs CDW
+1,039.4%
-1,028.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.2% | -3.6% | -2.4% |
| 7D | -1.3% | +2.6% | -3.8% | -2.6% |
| 30D | +12.2% | +20.4% | -8.2% | +2.7% |
| 3M | -11.3% | +28.5% | -39.8% | -22.0% |
| 6M | -21.6% | +70.6% | -92.2% | -40.7% |
| YTD | -36.6% | +29.1% | -65.7% | -46.8% |
| 1Y | -38.4% | +23.8% | -62.2% | -47.3% |
| 3Y | -10.2% | -14.5% | +4.3% | -10.6% |
| 5Y | +9.4% | -1.6% | +11.0% | -0.4% |
| 10Y | -11.3% | +322.0% | -333.3% | -56.9% |
| All | +11.3% | +1,039.4% | -1,028.0% | -54.4% |
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