+485.4%
P vs CDW
+317.2%
+168.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +2.1% |
| 7D | +6.5% | +3.2% | +3.4% | +4.3% |
| 30D | +18.8% | +9.3% | +9.5% | +10.8% |
| 3M | +26.7% | +9.8% | +17.0% | +15.9% |
| 6M | +62.2% | +23.3% | +38.8% | +30.6% |
| YTD | +48.5% | +13.7% | +34.8% | +25.4% |
| 1Y | +26.4% | -6.5% | +32.9% | +23.2% |
| 3Y | +159.4% | -25.2% | +184.7% | +195.2% |
| 5Y | +275.8% | -19.5% | +295.3% | +297.3% |
| 10Y | +732.0% | +285.8% | +446.2% | +199.1% |
| All | +485.4% | +317.2% | +168.1% | +101.1% |
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