+191.2%
TER vs CDW
-15.0%
+206.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.7% | -4.7% | -5.2% |
| 7D | +14.4% | +9.3% | +5.0% | +11.2% |
| 30D | -30.6% | +14.4% | -44.9% | -33.7% |
| 3M | -39.2% | +21.4% | -60.6% | -43.7% |
| 6M | -31.3% | +72.8% | -104.1% | -47.0% |
| YTD | +29.1% | +28.0% | +1.1% | +10.7% |
| 1Y | +47.4% | +19.3% | +28.1% | +34.2% |
| 3Y | +191.2% | -15.3% | +206.5% | +206.3% |
| All | +191.2% | -15.0% | +206.2% | +206.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling