+393.4%
MO vs CDW
+1,014.9%
-621.5%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.9% | -2.2% | +0.3% |
| 7D | -0.8% | +13.1% | -13.9% | -2.8% |
| 30D | +6.5% | +19.1% | -12.6% | +3.4% |
| 3M | +18.3% | +24.7% | -6.4% | +13.6% |
| 6M | +15.6% | +63.4% | -47.8% | +5.2% |
| YTD | +38.8% | +26.3% | +12.5% | +31.1% |
| 1Y | +41.6% | +20.6% | +21.0% | +34.8% |
| 3Y | +138.2% | -16.3% | +154.6% | +138.1% |
| 5Y | +150.5% | -3.9% | +154.4% | +137.7% |
| 10Y | +146.1% | +331.5% | -185.4% | +67.9% |
| All | +393.4% | +1,014.9% | -621.5% | +198.0% |
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 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