+156.2%
PSX vs CDW
-15.0%
+171.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.4% | +0.9% |
| 7D | +7.8% | +9.3% | -1.5% | +5.5% |
| 30D | -10.9% | +14.4% | -25.3% | -14.2% |
| 3M | +14.5% | +21.4% | -6.9% | +7.8% |
| 6M | +56.1% | +72.8% | -16.7% | +29.0% |
| YTD | +109.6% | +28.0% | +81.6% | +89.7% |
| 1Y | +95.5% | +19.3% | +76.2% | +82.2% |
| 3Y | +156.2% | -15.3% | +171.5% | +169.4% |
| All | +156.2% | -15.0% | +171.2% | +169.4% |
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 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