+20.3%
RF vs CDW
+19.9%
+0.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.3% |
| 7D | +1.9% | +9.3% | -7.4% | +0.9% |
| 30D | +7.3% | +14.4% | -7.0% | +5.7% |
| 3M | -7.9% | +21.4% | -29.3% | -9.9% |
| 6M | +10.5% | +72.8% | -62.3% | +2.4% |
| YTD | +9.6% | +28.0% | -18.4% | +5.6% |
| 1Y | +20.3% | +19.3% | +1.0% | +20.9% |
| All | +20.3% | +19.9% | +0.4% | +20.9% |
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 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