+67.7%
T vs CDW
-19.1%
+86.8%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.9% |
| 7D | -1.3% | +3.2% | -4.4% | -1.5% |
| 30D | +11.4% | +9.3% | +2.1% | +10.5% |
| 3M | +14.3% | +9.8% | +4.5% | +13.2% |
| 6M | -9.3% | +23.3% | -32.6% | -11.4% |
| YTD | +7.1% | +13.7% | -6.5% | +5.2% |
| 1Y | -9.1% | -6.5% | -2.6% | -8.9% |
| 3Y | +105.3% | -25.2% | +130.6% | +107.7% |
| All | +67.7% | -19.1% | +86.8% | +60.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling