-65.4%
TEAM vs CDW
-4.0%
-61.5%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.9% | -1.1% |
| 7D | -2.4% | +9.3% | -11.7% | -7.9% |
| 30D | -26.7% | +14.4% | -41.1% | -33.4% |
| 3M | -9.6% | +21.4% | -31.0% | -21.7% |
| 6M | +86.0% | +72.8% | +13.2% | +23.9% |
| YTD | -7.5% | +28.0% | -35.5% | -26.7% |
| 1Y | -1.4% | +19.3% | -20.7% | -17.6% |
| 3Y | -14.3% | -15.3% | +1.0% | -13.0% |
| All | -65.4% | -4.0% | -61.5% | -71.5% |
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