+137.1%
MOD vs CDW
-21.8%
+158.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.9% | +6.6% | +6.0% |
| 7D | -25.5% | +2.1% | -27.6% | -27.2% |
| 30D | -49.0% | +14.7% | -63.8% | -53.0% |
| 3M | -49.8% | +11.1% | -60.9% | -53.4% |
| 6M | -64.8% | +45.6% | -110.4% | -72.9% |
| YTD | -27.6% | +17.1% | -44.7% | -38.2% |
| 1Y | -35.2% | +13.2% | -48.4% | -42.7% |
| 3Y | +137.1% | -22.2% | +159.3% | +143.7% |
| All | +137.1% | -21.8% | +158.9% | +143.7% |
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