-84.0%
OPEN vs CDW
-19.1%
-64.9%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +1.5% |
| 7D | -4.3% | +3.2% | -7.4% | -6.9% |
| 30D | -16.2% | +9.3% | -25.5% | -23.0% |
| 3M | -36.4% | +9.8% | -46.2% | -43.1% |
| 6M | -35.5% | +23.3% | -58.8% | -51.9% |
| YTD | -46.0% | +13.7% | -59.6% | -56.6% |
| 1Y | -47.1% | -6.5% | -40.7% | -48.3% |
| 3Y | -19.0% | -25.2% | +6.2% | 0.0% |
| All | -84.0% | -19.1% | -64.9% | -82.6% |
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