+54.6%
TER vs CDW
-10.5%
+65.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.9% | +3.5% | +3.0% |
| 7D | -20.5% | +2.1% | -22.6% | -21.6% |
| 30D | -47.0% | +14.7% | -61.8% | -51.1% |
| 3M | -43.3% | +11.1% | -54.4% | -47.6% |
| 6M | -42.9% | +45.6% | -88.5% | -56.8% |
| YTD | +12.9% | +17.1% | -4.2% | -7.2% |
| 1Y | +18.2% | +13.2% | +5.0% | +0.2% |
| 3Y | +151.8% | -22.2% | +174.0% | +183.0% |
| All | +54.6% | -10.5% | +65.0% | +46.6% |
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