+17.5%
P vs CDW
+13.2%
+4.3%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +12.7% | -17.7% | -7.3% |
| 7D | -19.4% | +3.7% | -23.1% | -19.8% |
| 30D | -22.3% | +26.0% | -48.3% | -25.8% |
| 3M | +33.2% | +10.1% | +23.1% | +30.3% |
| 6M | +53.6% | +26.1% | +27.6% | +43.5% |
| YTD | +66.8% | +25.9% | +40.9% | +59.3% |
| 1Y | +17.5% | +21.5% | -4.0% | +17.6% |
| All | +17.5% | +13.2% | +4.3% | +17.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling