+63.2%
PAAS vs CDW
-2.4%
+65.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +2.9% | -8.7% | -6.2% |
| 7D | +4.2% | +13.1% | -8.9% | +2.7% |
| 30D | -13.8% | +19.1% | -32.9% | -15.4% |
| 3M | -22.7% | +24.7% | -47.5% | -24.6% |
| 6M | -32.1% | +63.4% | -95.4% | -36.6% |
| YTD | -22.3% | +26.3% | -48.6% | -25.5% |
| 1Y | +7.7% | +20.6% | -12.9% | +4.5% |
| 3Y | +214.0% | -16.3% | +230.3% | +225.7% |
| 5Y | +63.2% | -3.9% | +67.1% | +53.0% |
| All | +63.2% | -2.4% | +65.6% | +53.0% |
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 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