+137.1%
PSX vs CDW
-25.0%
+162.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.4% |
| 7D | +4.5% | +3.2% | +1.4% | +3.6% |
| 30D | +26.6% | +9.3% | +17.3% | +23.1% |
| 3M | +39.3% | +9.8% | +29.5% | +34.3% |
| 6M | +56.8% | +23.3% | +33.5% | +43.4% |
| YTD | +101.8% | +13.7% | +88.2% | +89.5% |
| 1Y | +99.6% | -6.5% | +106.1% | +102.6% |
| All | +137.1% | -25.0% | +162.2% | +147.9% |
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