-2.2%
MOS vs CDW
+18.3%
-20.5%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -6.1% | +9.4% | +4.0% |
| 7D | +22.5% | -4.1% | +26.6% | +21.8% |
| 30D | +6.6% | +16.7% | -10.1% | +5.3% |
| 3M | -3.8% | +13.6% | -17.4% | -5.0% |
| 6M | -2.2% | +17.0% | -19.2% | -3.7% |
| All | -2.2% | +18.3% | -20.5% | -3.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling