+99.6%
PSX vs CDW
-5.0%
+104.6%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.3% |
| 7D | +4.5% | +3.2% | +1.4% | +4.1% |
| 30D | +26.6% | +9.3% | +17.3% | +25.0% |
| 3M | +39.3% | +9.8% | +29.5% | +37.0% |
| 6M | +56.8% | +23.3% | +33.5% | +51.5% |
| YTD | +101.8% | +13.7% | +88.2% | +96.3% |
| 1Y | +99.6% | -6.5% | +106.1% | +97.8% |
| All | +99.6% | -5.0% | +104.6% | +97.8% |
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