+171.8%
O vs CDW
+933.5%
-761.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.6% |
| 7D | +3.7% | +2.1% | +1.6% | +3.0% |
| 30D | +11.2% | +14.7% | -3.6% | +7.1% |
| 3M | -4.0% | +11.1% | -15.1% | -7.3% |
| 6M | -5.2% | +45.6% | -50.8% | -16.0% |
| YTD | +9.5% | +17.1% | -7.6% | +1.4% |
| 1Y | +10.6% | +13.2% | -2.6% | +3.4% |
| 3Y | +38.1% | -22.2% | +60.3% | +40.3% |
| 5Y | +10.2% | -10.1% | +20.3% | +4.4% |
| 10Y | +71.4% | +307.0% | -235.6% | +13.8% |
| All | +171.8% | +933.5% | -761.7% | +62.2% |
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