+138.2%
MO vs CDW
-15.4%
+153.7%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.9% | -2.2% | +0.7% |
| 7D | -0.8% | +13.1% | -13.9% | -0.6% |
| 30D | +6.5% | +19.1% | -12.6% | +6.8% |
| 3M | +18.3% | +24.7% | -6.4% | +18.8% |
| 6M | +15.6% | +63.4% | -47.8% | +16.6% |
| YTD | +38.8% | +26.3% | +12.5% | +39.8% |
| 1Y | +41.6% | +20.6% | +21.0% | +42.3% |
| 3Y | +138.2% | -16.3% | +154.6% | +135.9% |
| All | +138.2% | -15.4% | +153.7% | +135.9% |
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