+160.5%
PR vs CDW
+357.9%
-197.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +12.7% | -19.2% | -13.0% |
| 7D | -12.1% | +3.7% | -15.9% | -14.8% |
| 30D | +0.9% | +26.0% | -25.1% | -12.0% |
| 3M | +10.1% | +10.1% | 0.0% | +1.7% |
| 6M | +1.1% | +26.1% | -25.0% | -16.7% |
| YTD | +63.7% | +25.9% | +37.8% | +32.8% |
| 1Y | +87.0% | +21.5% | +65.5% | +54.1% |
| 3Y | +70.7% | -15.7% | +86.5% | +70.2% |
| 5Y | +246.8% | -2.3% | +249.1% | +206.5% |
| 10Y | +72.6% | +337.4% | -264.8% | +23.4% |
| All | +160.5% | +357.9% | -197.5% | +88.4% |
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