+43.2%
TER vs CDW
+13.2%
+30.0%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +12.7% | -19.5% | -5.8% |
| 7D | -19.9% | +3.7% | -23.6% | -19.3% |
| 30D | -43.5% | +26.0% | -69.5% | -42.5% |
| 3M | -37.8% | +10.1% | -47.9% | -37.0% |
| 6M | -25.6% | +26.1% | -51.6% | -22.2% |
| YTD | +29.8% | +25.9% | +4.0% | +39.1% |
| 1Y | +43.2% | +21.5% | +21.6% | +60.0% |
| All | +43.2% | +13.2% | +30.0% | +60.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling