+9.7%
O vs CDW
+19.9%
-10.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | -0.1% | -0.7% |
| 7D | -0.4% | +9.3% | -9.7% | -0.4% |
| 30D | +7.1% | +14.4% | -7.2% | +7.1% |
| 3M | -5.2% | +21.4% | -26.6% | -5.0% |
| 6M | -1.8% | +72.8% | -74.6% | -0.4% |
| YTD | +9.1% | +28.0% | -19.0% | +9.6% |
| 1Y | +9.7% | +19.3% | -9.7% | +10.3% |
| All | +9.7% | +19.9% | -10.3% | +10.3% |
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 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