+20.0%
ON vs CDW
-4.0%
+24.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.7% | -3.0% | -3.2% |
| 7D | +12.2% | +9.3% | +2.9% | +6.4% |
| 30D | -3.1% | +14.4% | -17.5% | -11.6% |
| 3M | -12.9% | +21.4% | -34.3% | -24.1% |
| 6M | -38.6% | +72.8% | -111.4% | -61.6% |
| YTD | +31.2% | +28.0% | +3.2% | -1.8% |
| 1Y | +47.6% | +19.3% | +28.3% | +18.2% |
| 3Y | +6.6% | -15.3% | +21.9% | +13.7% |
| All | +20.0% | -4.0% | +24.0% | +8.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling