+86.3%
LYB vs CDW
+837.2%
-750.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.3% | +0.6% |
| 7D | -3.1% | -4.2% | +1.1% | -1.3% |
| 30D | +4.0% | +4.9% | -0.8% | +0.8% |
| 3M | +2.4% | +7.3% | -4.9% | -3.1% |
| 6M | -1.4% | +19.2% | -20.6% | -14.3% |
| YTD | +53.9% | +6.2% | +47.8% | +41.6% |
| 1Y | +26.1% | -14.0% | +40.1% | +29.2% |
| 3Y | -21.0% | -30.0% | +9.0% | -12.5% |
| 5Y | -0.7% | -23.6% | +22.8% | +1.6% |
| 10Y | +49.3% | +269.4% | -220.1% | -23.6% |
| All | +86.3% | +837.2% | -750.9% | -16.0% |
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 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