-87.0%
OPEN vs CDW
+46.2%
-133.3%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.8% | -0.9% | -20.9% | -21.1% |
| 7D | -22.2% | +2.1% | -24.3% | -23.0% |
| 30D | -38.3% | +14.7% | -53.1% | -44.5% |
| 3M | -59.4% | +11.1% | -70.5% | -63.1% |
| 6M | -74.4% | +45.6% | -119.9% | -82.3% |
| YTD | -76.0% | +17.1% | -93.1% | -81.0% |
| 1Y | -78.7% | +13.2% | -91.8% | -82.3% |
| 3Y | -30.0% | -22.2% | -7.8% | -18.4% |
| 5Y | -93.7% | -10.1% | -83.6% | -93.5% |
| All | -87.0% | +46.2% | -133.3% | -89.6% |
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 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