+581.7%
PSX vs CDW
+903.1%
-321.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.6% |
| 7D | +4.5% | +3.2% | +1.4% | +3.1% |
| 30D | +26.6% | +9.3% | +17.3% | +21.3% |
| 3M | +39.3% | +9.8% | +29.5% | +31.7% |
| 6M | +56.8% | +23.3% | +33.5% | +37.8% |
| YTD | +101.8% | +13.7% | +88.2% | +83.0% |
| 1Y | +99.6% | -6.5% | +106.1% | +96.7% |
| 3Y | +140.3% | -25.2% | +165.6% | +156.4% |
| 5Y | +339.3% | -19.5% | +358.8% | +337.9% |
| 10Y | +369.9% | +285.8% | +84.0% | +146.3% |
| All | +581.7% | +903.1% | -321.4% | +224.3% |
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