-22.8%
LYB vs CDW
-24.7%
+1.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +7.8% | -8.8% | -3.2% |
| 7D | +0.3% | +0.9% | -0.7% | -0.2% |
| 30D | +2.5% | +13.1% | -10.6% | -1.9% |
| 3M | +1.4% | +19.7% | -18.3% | -5.4% |
| 6M | -3.5% | +30.7% | -34.2% | -15.0% |
| YTD | +52.0% | +14.7% | +37.3% | +41.7% |
| 1Y | +22.1% | -5.3% | +27.4% | +24.5% |
| 3Y | -22.8% | -23.8% | +1.1% | -21.7% |
| All | -22.8% | -24.7% | +1.9% | -21.7% |
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