+631.8%
TEAM vs CDW
+307.1%
+324.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | -0.9% | -15.3% | -15.7% |
| 7D | -19.8% | +2.1% | -21.9% | -21.2% |
| 30D | -21.5% | +14.7% | -36.3% | -27.7% |
| 3M | +39.5% | +11.1% | +28.4% | +29.2% |
| 6M | +73.1% | +45.6% | +27.5% | +37.1% |
| YTD | -5.2% | +17.1% | -22.3% | -17.2% |
| 1Y | -1.6% | +13.2% | -14.7% | -12.5% |
| 3Y | -11.4% | -22.2% | +10.7% | -5.2% |
| 5Y | -65.1% | -10.1% | -55.0% | -65.3% |
| 10Y | +471.3% | +307.0% | +164.3% | +121.6% |
| All | +631.8% | +307.1% | +324.7% | +192.8% |
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