+73.2%
PR vs CDW
-21.8%
+94.9%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.8% | +2.1% |
| 7D | -16.4% | +2.1% | -18.5% | -17.1% |
| 30D | -1.9% | +14.7% | -16.6% | -6.3% |
| 3M | +8.0% | +11.1% | -3.2% | +3.4% |
| 6M | +4.1% | +45.6% | -41.5% | -10.7% |
| YTD | +58.7% | +17.1% | +41.6% | +45.7% |
| 1Y | +75.8% | +13.2% | +62.7% | +63.6% |
| 3Y | +73.2% | -22.2% | +95.3% | +65.7% |
| All | +73.2% | -21.8% | +94.9% | +65.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling