+110.2%
T vs CDW
+1,037.5%
-927.3%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | +1.6% | +9.1% | -7.4% | -0.1% |
| 30D | -2.9% | +13.7% | -16.6% | -5.6% |
| 3M | -7.5% | +27.0% | -34.5% | -12.4% |
| 6M | -9.9% | +75.9% | -85.8% | -20.9% |
| YTD | -6.4% | +28.9% | -35.3% | -13.3% |
| 1Y | -9.4% | +19.6% | -29.0% | -14.7% |
| 3Y | +64.9% | -14.6% | +79.5% | +63.6% |
| 5Y | +57.0% | -3.2% | +60.1% | +47.1% |
| 10Y | +60.8% | +321.3% | -260.5% | +5.3% |
| All | +110.2% | +1,037.5% | -927.3% | +22.7% |
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