+384.8%
PBR vs CDW
+1,014.9%
-630.1%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.9% | -3.3% | -1.6% |
| 7D | -13.3% | +13.1% | -26.4% | -18.3% |
| 30D | -27.7% | +19.1% | -46.9% | -33.7% |
| 3M | +2.7% | +24.7% | -22.1% | -8.6% |
| 6M | -6.7% | +63.4% | -70.1% | -28.2% |
| YTD | +60.9% | +26.3% | +34.6% | +36.1% |
| 1Y | +46.6% | +20.6% | +26.0% | +26.4% |
| 3Y | +69.1% | -16.3% | +85.4% | +66.3% |
| 5Y | +469.6% | -3.9% | +473.5% | +393.2% |
| 10Y | +523.4% | +331.5% | +191.9% | +135.9% |
| All | +384.8% | +1,014.9% | -630.1% | +56.9% |
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