+82.3%
PL vs CDW
-19.1%
+101.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -0.8% |
| 7D | -9.3% | +3.2% | -12.5% | -10.8% |
| 30D | -18.9% | +9.3% | -28.2% | -22.7% |
| 3M | -58.4% | +9.8% | -68.2% | -60.6% |
| 6M | -30.3% | +23.3% | -53.6% | -40.8% |
| YTD | -8.1% | +13.7% | -21.8% | -19.1% |
| 1Y | +180.5% | -6.5% | +187.0% | +179.6% |
| 3Y | +444.1% | -25.2% | +469.4% | +527.8% |
| All | +82.3% | -19.1% | +101.4% | +81.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling