+99.9%
PBR vs CDW
-29.2%
+129.1%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -5.2% | +8.7% | +4.2% |
| 7D | +2.5% | -3.9% | +6.3% | +2.9% |
| 30D | +19.4% | +6.9% | +12.5% | +18.2% |
| 3M | +20.8% | +7.7% | +13.1% | +19.2% |
| 6M | +23.5% | +18.3% | +5.2% | +19.7% |
| YTD | +83.4% | +7.8% | +75.6% | +80.1% |
| 1Y | +77.6% | -12.2% | +89.7% | +81.1% |
| 3Y | +99.9% | -28.9% | +128.8% | +97.7% |
| All | +99.9% | -29.2% | +129.1% | +97.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling