+433.6%
PBR vs CDW
+903.1%
-469.5%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.5% |
| 7D | +8.6% | +3.2% | +5.4% | +7.1% |
| 30D | +12.8% | +9.3% | +3.5% | +8.1% |
| 3M | +14.7% | +9.8% | +4.9% | +8.3% |
| 6M | +25.2% | +23.3% | +1.8% | +9.2% |
| YTD | +77.1% | +13.7% | +63.5% | +59.3% |
| 1Y | +69.6% | -6.5% | +76.0% | +66.3% |
| 3Y | +95.6% | -25.2% | +120.8% | +105.0% |
| 5Y | +501.8% | -19.5% | +521.2% | +477.9% |
| 10Y | +640.6% | +285.8% | +354.8% | +199.5% |
| All | +433.6% | +903.1% | -469.5% | +83.7% |
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 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