-14.2%
PL vs CDW
+13.6%
-27.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -6.1% | -4.0% | -10.5% |
| 7D | -20.5% | -4.1% | -16.4% | -20.4% |
| 30D | -38.8% | +16.7% | -55.5% | -37.6% |
| 3M | -49.1% | +13.6% | -62.7% | -48.3% |
| 6M | -69.4% | +17.0% | -86.4% | -67.9% |
| YTD | -42.3% | +18.1% | -60.5% | -36.5% |
| 1Y | -14.2% | +10.5% | -24.6% | -2.9% |
| All | -14.2% | +13.6% | -27.8% | -2.9% |
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 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