-4.0%
MOS vs CDW
+15.6%
-19.6%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.4% | +12.7% | +4.7% | +14.1% |
| 7D | +17.9% | +3.7% | +14.2% | +14.4% |
| 30D | +1.6% | +26.0% | -24.5% | -1.8% |
| 3M | -4.0% | +10.1% | -14.1% | -7.2% |
| All | -4.0% | +15.6% | -19.6% | -7.2% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling