+321.2%
MOD vs CDW
-25.3%
+346.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.0% | +5.3% | +4.8% |
| 7D | +9.6% | +3.2% | +6.4% | +7.9% |
| 30D | 0.0% | +9.3% | -9.3% | -4.7% |
| 3M | -35.4% | +9.8% | -45.2% | -39.6% |
| 6M | -7.3% | +23.3% | -30.6% | -22.9% |
| YTD | +45.8% | +13.7% | +32.2% | +28.2% |
| 1Y | +43.1% | -6.5% | +49.6% | +47.5% |
| All | +321.2% | -25.3% | +346.5% | +377.0% |
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 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