+83.0%
PL vs CDW
-10.3%
+93.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -60.5% |
| 6M | -30.3% | +23.3% | -53.6% | -40.6% |
| YTD | -8.1% | +13.7% | -21.8% | -18.8% |
| 1Y | +180.5% | -6.5% | +187.0% | +179.5% |
| 3Y | +444.1% | -25.2% | +469.4% | +525.2% |
| 5Y | +83.0% | -19.5% | +102.5% | +83.0% |
| All | +83.0% | -10.3% | +93.3% | +81.9% |
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