+37.2%
MSCI vs CDW
-21.1%
+58.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -6.1% | +3.4% | -1.5% |
| 7D | +6.0% | -4.1% | +10.2% | +6.7% |
| 30D | +18.2% | +16.7% | +1.5% | +14.6% |
| 3M | +15.1% | +13.6% | +1.5% | +11.9% |
| 6M | +13.7% | +17.0% | -3.3% | +8.4% |
| YTD | +15.6% | +18.1% | -2.5% | +9.6% |
| 1Y | +16.3% | +10.5% | +5.9% | +12.0% |
| All | +37.2% | -21.1% | +58.3% | +33.0% |
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