+62.8%
META vs CDW
-19.1%
+81.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.4% |
| 7D | +6.7% | +3.2% | +3.5% | +5.3% |
| 30D | +4.8% | +9.3% | -4.5% | +0.7% |
| 3M | -1.6% | +9.8% | -11.4% | -6.4% |
| 6M | -7.5% | +23.3% | -30.8% | -19.3% |
| YTD | -6.4% | +13.7% | -20.0% | -15.4% |
| 1Y | -17.3% | -6.5% | -10.9% | -17.3% |
| 3Y | +109.9% | -25.2% | +135.2% | +124.4% |
| All | +62.8% | -19.1% | +81.9% | +54.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling