+287.4%
NET vs CDW
-21.1%
+308.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -6.1% | -2.1% | -5.7% |
| 7D | -21.2% | -4.1% | -17.1% | -19.8% |
| 30D | -31.1% | +16.7% | -47.9% | -35.7% |
| 3M | -16.5% | +13.6% | -30.1% | -21.8% |
| 6M | 0.0% | +17.0% | -17.0% | -9.7% |
| YTD | +24.0% | +18.1% | +5.9% | +10.5% |
| 1Y | +7.0% | +10.5% | -3.5% | -1.3% |
| All | +287.4% | -21.1% | +308.5% | +256.5% |
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