-7.2%
T vs CDW
-13.2%
+5.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.2% | +4.9% | -0.2% |
| 7D | -1.5% | -3.9% | +2.3% | -1.4% |
| 30D | +7.6% | +6.9% | +0.7% | +7.4% |
| 3M | +15.3% | +7.7% | +7.6% | +14.9% |
| 6M | -8.5% | +18.3% | -26.8% | -8.8% |
| YTD | +6.8% | +7.8% | -1.0% | +5.9% |
| 1Y | -7.2% | -12.2% | +4.9% | -7.6% |
| All | -7.2% | -13.2% | +5.9% | -7.6% |
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