-94.7%
OPEN vs CDW
-2.4%
-92.3%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -0.2% | -9.4% | -9.4% |
| 7D | -31.0% | +9.1% | -40.1% | -36.1% |
| 30D | -41.5% | +13.7% | -55.2% | -47.3% |
| 3M | -64.6% | +27.0% | -91.6% | -71.6% |
| 6M | -73.8% | +75.9% | -149.7% | -85.3% |
| YTD | -78.8% | +28.9% | -107.7% | -85.0% |
| 1Y | -86.8% | +19.6% | -106.4% | -89.7% |
| 3Y | -40.6% | -14.6% | -26.0% | -35.8% |
| 5Y | -94.7% | -3.2% | -91.5% | -95.4% |
| All | -94.7% | -2.4% | -92.3% | -95.4% |
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