+1,449.6%
NET vs CDW
+46.6%
+1,403.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.4% |
| 7D | -7.0% | +3.2% | -10.2% | -8.5% |
| 30D | -4.8% | +9.3% | -14.1% | -9.6% |
| 3M | +3.8% | +9.8% | -6.0% | -2.3% |
| 6M | +50.0% | +23.3% | +26.7% | +29.5% |
| YTD | +41.5% | +13.7% | +27.8% | +26.4% |
| 1Y | +32.8% | -6.5% | +39.3% | +32.8% |
| 3Y | +335.9% | -25.2% | +361.1% | +384.3% |
| 5Y | +113.8% | -19.5% | +133.3% | +124.1% |
| All | +1,449.6% | +46.6% | +1,403.0% | +1,237.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling