+28.9%
PM vs CDW
+16.9%
+12.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +4.8% | -7.3% | -2.3% |
| 7D | -7.3% | +9.3% | -16.6% | -7.0% |
| 30D | -4.0% | +15.8% | -19.8% | -3.5% |
| 3M | +2.7% | +21.8% | -19.0% | +3.5% |
| 6M | +14.9% | +58.8% | -43.9% | +16.8% |
| YTD | +23.5% | +22.8% | +0.8% | +24.0% |
| All | +28.9% | +16.9% | +12.0% | +28.1% |
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