+105.0%
T vs CDW
+933.5%
-828.5%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.7% |
| 7D | +1.0% | +2.1% | -1.1% | +0.4% |
| 30D | -10.6% | +14.7% | -25.4% | -13.3% |
| 3M | -7.7% | +11.1% | -18.9% | -10.3% |
| 6M | -13.3% | +45.6% | -58.9% | -20.9% |
| YTD | -8.8% | +17.1% | -25.9% | -13.8% |
| 1Y | -8.4% | +13.2% | -21.6% | -12.9% |
| 3Y | +59.6% | -22.2% | +81.8% | +61.2% |
| 5Y | +52.1% | -10.1% | +62.2% | +44.3% |
| 10Y | +56.9% | +307.0% | -250.1% | +3.5% |
| All | +105.0% | +933.5% | -828.5% | +22.0% |
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 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