+97.0%
META vs CDW
-15.4%
+112.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.9% | -2.9% | -0.6% |
| 7D | +3.3% | +13.1% | -9.8% | +0.5% |
| 30D | -10.8% | +19.1% | -29.9% | -14.2% |
| 3M | +7.9% | +24.7% | -16.8% | +2.2% |
| 6M | +5.4% | +63.4% | -58.0% | -7.8% |
| YTD | -2.6% | +26.3% | -28.9% | -9.9% |
| 1Y | +1.9% | +20.6% | -18.7% | -4.3% |
| 3Y | +97.0% | -16.3% | +113.3% | +82.0% |
| All | +97.0% | -15.4% | +112.4% | +82.0% |
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 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