+140.7%
T vs CDW
+903.1%
-762.4%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.7% |
| 7D | -1.3% | +3.2% | -4.4% | -1.9% |
| 30D | +11.4% | +9.3% | +2.1% | +9.2% |
| 3M | +14.3% | +9.8% | +4.5% | +11.5% |
| 6M | -9.3% | +23.3% | -32.6% | -14.6% |
| YTD | +7.1% | +13.7% | -6.5% | +2.3% |
| 1Y | -9.1% | -6.5% | -2.6% | -9.6% |
| 3Y | +105.3% | -25.2% | +130.6% | +110.1% |
| 5Y | +66.8% | -19.5% | +86.3% | +63.7% |
| 10Y | +66.8% | +285.8% | -219.0% | +11.8% |
| All | +140.7% | +903.1% | -762.4% | +44.8% |
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