+199.9%
TER vs CDW
-5.0%
+204.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-04 to 2026-09-04.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.0% | +6.5% | +5.5% |
| 7D | +0.6% | +3.2% | -2.6% | +0.5% |
| 30D | -8.3% | +9.3% | -17.6% | -8.5% |
| 3M | -12.2% | +9.8% | -22.0% | -11.6% |
| 6M | +17.1% | +23.3% | -6.3% | +13.7% |
| YTD | +84.7% | +13.7% | +71.0% | +87.8% |
| 1Y | +199.9% | -6.5% | +206.4% | +249.5% |
| All | +199.9% | -5.0% | +204.9% | +249.5% |
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 2025-09-04 to 2026-09-04: 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…
2025-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling