+65.5%
T vs CDW
-14.4%
+79.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | +1.6% | +9.1% | -7.4% | +1.5% |
| 30D | -2.9% | +13.7% | -16.6% | -3.2% |
| 3M | -7.5% | +27.0% | -34.5% | -7.9% |
| 6M | -9.9% | +75.9% | -85.8% | -10.3% |
| YTD | -6.4% | +28.9% | -35.3% | -6.9% |
| 1Y | -9.4% | +19.6% | -29.0% | -9.9% |
| All | +65.5% | -14.4% | +79.9% | +67.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling