+386.4%
PBR vs CDW
+1,030.0%
-643.5%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.6% |
| 7D | -1.0% | +9.3% | -10.4% | -4.7% |
| 30D | -29.3% | +14.4% | -43.7% | -33.9% |
| 3M | +5.5% | +21.4% | -15.9% | -4.9% |
| 6M | -2.9% | +72.8% | -75.7% | -27.1% |
| YTD | +61.5% | +28.0% | +33.5% | +35.7% |
| 1Y | +46.9% | +19.3% | +27.5% | +27.5% |
| 3Y | +66.4% | -15.3% | +81.7% | +62.8% |
| 5Y | +460.3% | -3.8% | +464.1% | +386.0% |
| 10Y | +564.6% | +318.5% | +246.1% | +156.6% |
| All | +386.4% | +1,030.0% | -643.5% | +56.5% |
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