+281.3%
P vs CDW
-19.1%
+300.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +2.0% |
| 7D | +6.5% | +3.2% | +3.4% | +4.6% |
| 30D | +18.8% | +9.3% | +9.5% | +11.9% |
| 3M | +26.7% | +9.8% | +17.0% | +17.6% |
| 6M | +62.2% | +23.3% | +38.8% | +34.0% |
| YTD | +48.5% | +13.7% | +34.8% | +28.7% |
| 1Y | +26.4% | -6.5% | +32.9% | +26.5% |
| 3Y | +159.4% | -25.2% | +184.7% | +198.2% |
| All | +281.3% | -19.1% | +300.4% | +327.4% |
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