+1,261.7%
TER vs CDW
+933.5%
+328.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.9% | +3.5% | +3.0% |
| 7D | -20.5% | +2.1% | -22.6% | -21.8% |
| 30D | -47.0% | +14.7% | -61.8% | -51.5% |
| 3M | -43.3% | +11.1% | -54.4% | -48.0% |
| 6M | -42.9% | +45.6% | -88.5% | -56.9% |
| YTD | +12.9% | +17.1% | -4.2% | -7.5% |
| 1Y | +18.2% | +13.2% | +5.0% | -0.8% |
| 3Y | +151.8% | -22.2% | +174.0% | +168.9% |
| 5Y | +54.2% | -10.1% | +64.3% | +50.6% |
| 10Y | +908.2% | +307.0% | +601.3% | +383.5% |
| All | +1,261.7% | +933.5% | +328.2% | +547.1% |
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