+104.9%
PSX vs CDW
-13.2%
+118.1%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.2% | +6.8% | +2.2% |
| 7D | +2.8% | -3.9% | +6.7% | +3.3% |
| 30D | +27.8% | +6.9% | +20.9% | +26.4% |
| 3M | +42.0% | +7.7% | +34.3% | +39.9% |
| 6M | +58.1% | +18.3% | +39.8% | +53.3% |
| YTD | +105.0% | +7.8% | +97.3% | +100.7% |
| 1Y | +104.9% | -12.2% | +117.1% | +104.2% |
| All | +104.9% | -13.2% | +118.1% | +104.2% |
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