+2,479.2%
META vs CDW
+1,010.9%
+1,468.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +12.7% | -11.2% | -4.0% |
| 7D | +2.9% | +3.7% | -0.9% | +0.8% |
| 30D | -15.1% | +26.0% | -41.1% | -23.8% |
| 3M | +7.2% | +10.1% | -2.9% | +0.8% |
| 6M | +3.4% | +26.1% | -22.7% | -11.7% |
| YTD | -4.3% | +25.9% | -30.2% | -19.2% |
| 1Y | +0.8% | +21.5% | -20.8% | -13.5% |
| 3Y | +102.2% | -15.7% | +117.9% | +100.9% |
| 5Y | +89.4% | -2.3% | +91.7% | +72.8% |
| 10Y | +426.7% | +337.4% | +89.3% | +120.9% |
| All | +2,479.2% | +1,010.9% | +1,468.3% | +381.2% |
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 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