+383.4%
RF vs CDW
+903.1%
-519.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.4% |
| 7D | +1.3% | +3.2% | -1.9% | -0.4% |
| 30D | -3.6% | +9.3% | -12.9% | -8.6% |
| 3M | +8.1% | +9.8% | -1.7% | +0.9% |
| 6M | +11.5% | +23.3% | -11.9% | -5.9% |
| YTD | +15.6% | +13.7% | +1.9% | +1.5% |
| 1Y | +15.7% | -6.5% | +22.2% | +12.8% |
| 3Y | +86.9% | -25.2% | +112.1% | +101.6% |
| 5Y | +89.8% | -19.5% | +109.3% | +90.2% |
| 10Y | +344.7% | +285.8% | +58.9% | +104.9% |
| All | +383.4% | +903.1% | -519.7% | +95.2% |
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