+246.4%
PR vs CDW
-2.4%
+248.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.9% | -2.0% | -0.2% |
| 7D | -9.5% | +13.1% | -22.6% | -14.3% |
| 30D | -5.7% | +19.1% | -24.8% | -12.9% |
| 3M | +3.0% | +24.7% | -21.7% | -7.7% |
| 6M | +11.8% | +63.4% | -51.5% | -13.7% |
| YTD | +58.5% | +26.3% | +32.2% | +35.6% |
| 1Y | +69.9% | +20.6% | +49.3% | +48.7% |
| 3Y | +84.9% | -16.3% | +101.2% | +88.7% |
| 5Y | +246.4% | -3.9% | +250.4% | +204.7% |
| All | +246.4% | -2.4% | +248.8% | +204.7% |
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