-41.4%
OPEN vs CDW
-15.0%
-26.4%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.7% | -3.0% | -3.3% |
| 7D | -15.0% | +9.3% | -24.3% | -19.3% |
| 30D | -40.2% | +14.4% | -54.6% | -44.1% |
| 3M | -67.4% | +21.4% | -88.8% | -70.7% |
| 6M | -74.0% | +72.8% | -146.8% | -81.3% |
| YTD | -79.6% | +28.0% | -107.6% | -83.0% |
| 1Y | -86.1% | +19.3% | -105.4% | -87.7% |
| 3Y | -41.4% | -15.3% | -26.1% | -37.8% |
| All | -41.4% | -15.0% | -26.4% | -37.8% |
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