+179.2%
O vs CDW
+903.1%
-723.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.5% |
| 7D | -0.7% | +3.2% | -3.9% | -1.6% |
| 30D | -1.9% | +9.3% | -11.2% | -4.3% |
| 3M | +3.8% | +9.8% | -6.0% | +0.5% |
| 6M | -4.7% | +23.3% | -28.1% | -12.2% |
| YTD | +12.5% | +13.7% | -1.2% | +5.7% |
| 1Y | +10.8% | -6.5% | +17.3% | +9.9% |
| 3Y | +28.8% | -25.2% | +54.0% | +33.1% |
| 5Y | +13.2% | -19.5% | +32.7% | +11.6% |
| 10Y | +53.5% | +285.8% | -232.4% | +3.7% |
| All | +179.2% | +903.1% | -723.9% | +69.0% |
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