+79.3%
PR vs CDW
-25.3%
+104.7%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.3% |
| 7D | +2.9% | +3.2% | -0.3% | +1.9% |
| 30D | +18.0% | +9.3% | +8.8% | +14.6% |
| 3M | +16.9% | +9.8% | +7.1% | +12.6% |
| 6M | +28.2% | +23.3% | +4.9% | +16.4% |
| YTD | +69.3% | +13.7% | +55.7% | +58.3% |
| 1Y | +69.5% | -6.5% | +76.0% | +73.2% |
| All | +79.3% | -25.3% | +104.7% | +79.7% |
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