-4.5%
META vs CDW
+13.6%
-18.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -6.1% | +2.2% | -3.4% |
| 7D | -3.1% | -4.1% | +1.0% | -2.8% |
| 30D | -18.1% | +16.7% | -34.9% | -19.1% |
| 3M | +2.9% | +13.6% | -10.7% | +1.5% |
| 6M | +0.2% | +17.0% | -16.8% | -1.6% |
| YTD | -8.1% | +18.1% | -26.2% | -8.9% |
| 1Y | -4.5% | +10.5% | -15.0% | -3.2% |
| All | -4.5% | +13.6% | -18.2% | -3.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling