+181.3%
MS vs CDW
-25.3%
+206.7%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.5% |
| 7D | +1.4% | +3.2% | -1.8% | +0.5% |
| 30D | -0.3% | +9.3% | -9.5% | -2.7% |
| 3M | +0.3% | +9.8% | -9.5% | -3.1% |
| 6M | +31.3% | +23.3% | +8.0% | +19.3% |
| YTD | +24.7% | +13.7% | +11.0% | +16.8% |
| 1Y | +47.9% | -6.5% | +54.4% | +50.4% |
| All | +181.3% | -25.3% | +206.7% | +179.6% |
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