+34.1%
MSCI vs CDW
-21.8%
+55.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.4% | -2.1% |
| 7D | +2.8% | +2.1% | +0.7% | +2.3% |
| 30D | +15.4% | +14.7% | +0.7% | +12.3% |
| 3M | +13.4% | +11.1% | +2.3% | +10.7% |
| 6M | +10.9% | +45.6% | -34.7% | +1.7% |
| YTD | +13.0% | +17.1% | -4.1% | +7.3% |
| 1Y | +12.0% | +13.2% | -1.1% | +7.2% |
| 3Y | +34.1% | -22.2% | +56.3% | +30.2% |
| All | +34.1% | -21.8% | +55.9% | +30.2% |
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