-8.0%
T vs CDW
+16.9%
-24.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.8% | -4.1% | +0.6% |
| 7D | +1.7% | +9.3% | -7.6% | +1.3% |
| 30D | -1.7% | +15.8% | -17.5% | -2.4% |
| 3M | -7.3% | +21.8% | -29.1% | -8.1% |
| 6M | -11.2% | +58.8% | -70.0% | -12.1% |
| YTD | -8.1% | +22.8% | -30.8% | -9.5% |
| All | -8.0% | +16.9% | -24.9% | -10.0% |
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