+284.7%
P vs CDW
-4.0%
+288.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.3% | -1.6% |
| 7D | +11.6% | +9.3% | +2.3% | +6.3% |
| 30D | -23.7% | +14.4% | -38.0% | -29.5% |
| 3M | -8.0% | +21.4% | -29.4% | -19.2% |
| 6M | +27.9% | +72.8% | -44.9% | -12.3% |
| YTD | +61.2% | +28.0% | +33.1% | +28.7% |
| 1Y | +28.6% | +19.3% | +9.3% | +8.9% |
| 3Y | +200.5% | -15.3% | +215.8% | +218.4% |
| All | +284.7% | -4.0% | +288.7% | +258.2% |
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