+160.4%
MS vs CDW
-21.8%
+182.2%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.3% | -0.3% |
| 7D | -1.6% | +2.1% | -3.6% | -2.1% |
| 30D | -3.8% | +14.7% | -18.5% | -7.1% |
| 3M | -14.6% | +11.1% | -25.7% | -17.3% |
| 6M | -5.1% | +45.6% | -50.7% | -16.4% |
| YTD | +4.5% | +17.1% | -12.6% | -2.9% |
| 1Y | +13.5% | +13.2% | +0.4% | +7.0% |
| 3Y | +160.4% | -22.2% | +182.6% | +154.1% |
| All | +160.4% | -21.8% | +182.2% | +154.1% |
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