+147.7%
P vs CDW
-25.3%
+173.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +1.9% |
| 7D | +6.5% | +3.2% | +3.4% | +4.9% |
| 30D | +18.8% | +9.3% | +9.5% | +13.1% |
| 3M | +26.7% | +9.8% | +17.0% | +19.3% |
| 6M | +62.2% | +23.3% | +38.8% | +38.0% |
| YTD | +48.5% | +13.7% | +34.8% | +32.4% |
| 1Y | +26.4% | -6.5% | +32.9% | +29.7% |
| All | +147.7% | -25.3% | +173.1% | +167.0% |
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