+39.1%
O vs CDW
-15.0%
+54.2%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | -0.1% | -0.7% |
| 7D | -0.4% | +9.3% | -9.7% | -0.7% |
| 30D | +7.1% | +14.4% | -7.2% | +6.5% |
| 3M | -5.2% | +21.4% | -26.6% | -6.0% |
| 6M | -1.8% | +72.8% | -74.6% | -4.3% |
| YTD | +9.1% | +28.0% | -19.0% | +7.7% |
| 1Y | +9.7% | +19.3% | -9.7% | +9.0% |
| 3Y | +39.1% | -15.3% | +54.4% | +34.7% |
| All | +39.1% | -15.0% | +54.2% | +34.7% |
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