+2,423.1%
META vs CDW
+903.1%
+1,520.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.4% |
| 7D | +6.7% | +3.2% | +3.5% | +5.2% |
| 30D | +4.8% | +9.3% | -4.5% | +0.2% |
| 3M | -1.6% | +9.8% | -11.4% | -6.9% |
| 6M | -7.5% | +23.3% | -30.8% | -19.9% |
| YTD | -6.4% | +13.7% | -20.0% | -16.3% |
| 1Y | -17.3% | -6.5% | -10.9% | -19.0% |
| 3Y | +109.9% | -25.2% | +135.2% | +122.9% |
| 5Y | +65.4% | -19.5% | +84.8% | +66.7% |
| 10Y | +391.8% | +285.8% | +106.0% | +120.9% |
| All | +2,423.1% | +903.1% | +1,520.0% | +398.4% |
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