+556.6%
PSX vs CDW
+933.5%
-376.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.3% | -0.2% |
| 7D | -13.1% | +2.1% | -15.2% | -14.3% |
| 30D | -9.5% | +14.7% | -24.3% | -15.4% |
| 3M | +20.2% | +11.1% | +9.1% | +12.7% |
| 6M | +44.9% | +45.6% | -0.7% | +18.4% |
| YTD | +94.4% | +17.1% | +77.3% | +71.6% |
| 1Y | +83.1% | +13.2% | +69.9% | +63.9% |
| 3Y | +132.2% | -22.2% | +154.3% | +140.3% |
| 5Y | +278.8% | -10.1% | +289.0% | +253.6% |
| 10Y | +354.2% | +307.0% | +47.2% | +129.9% |
| All | +556.6% | +933.5% | -376.9% | +204.1% |
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