+69.6%
PBR vs CDW
-5.0%
+74.6%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.8% |
| 7D | +8.6% | +3.2% | +5.4% | +8.4% |
| 30D | +12.8% | +9.3% | +3.5% | +12.2% |
| 3M | +14.7% | +9.8% | +4.9% | +14.1% |
| 6M | +25.2% | +23.3% | +1.8% | +24.6% |
| YTD | +77.1% | +13.7% | +63.5% | +76.5% |
| 1Y | +69.6% | -6.5% | +76.0% | +72.8% |
| All | +69.6% | -5.0% | +74.6% | +72.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling