+351.5%
RF vs CDW
+942.7%
-591.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -6.1% | +4.0% | +0.9% |
| 7D | -1.6% | -4.1% | +2.5% | -0.2% |
| 30D | +5.0% | +16.7% | -11.7% | -3.8% |
| 3M | -10.0% | +13.6% | -23.6% | -17.6% |
| 6M | +3.3% | +17.0% | -13.7% | -10.8% |
| YTD | +7.9% | +18.1% | -10.2% | -8.4% |
| 1Y | +21.2% | +10.5% | +10.8% | +6.9% |
| 3Y | +105.8% | -20.9% | +126.7% | +112.0% |
| 5Y | +43.7% | -9.3% | +53.1% | +32.6% |
| 10Y | +289.4% | +310.6% | -21.1% | +71.8% |
| All | +351.5% | +942.7% | -591.2% | +76.1% |
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