+13.7%
MSCI vs CDW
+16.9%
-3.3%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.8% | -4.0% | +0.1% |
| 7D | +1.5% | +9.3% | -7.9% | +0.1% |
| 30D | +14.4% | +15.8% | -1.4% | +12.0% |
| 3M | +15.2% | +21.8% | -6.6% | +12.0% |
| 6M | +11.2% | +58.8% | -47.6% | +4.3% |
| YTD | +13.9% | +22.8% | -8.8% | +8.4% |
| All | +13.7% | +16.9% | -3.3% | +7.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling