+112.4%
MS vs CDW
-10.5%
+122.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.3% | -0.2% |
| 7D | -1.6% | +2.1% | -3.6% | -2.3% |
| 30D | -3.8% | +14.7% | -18.5% | -8.6% |
| 3M | -14.6% | +11.1% | -25.7% | -18.5% |
| 6M | -5.1% | +45.6% | -50.7% | -20.3% |
| YTD | +4.5% | +17.1% | -12.6% | -6.0% |
| 1Y | +13.5% | +13.2% | +0.4% | +3.8% |
| 3Y | +160.4% | -22.2% | +182.6% | +173.4% |
| All | +112.4% | -10.5% | +122.9% | +93.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling