+2,127.9%
TER vs CDW
+903.1%
+1,224.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.0% | +6.5% | +6.0% |
| 7D | +0.6% | +3.2% | -2.6% | -1.3% |
| 30D | -8.3% | +9.3% | -17.6% | -13.4% |
| 3M | -12.2% | +9.8% | -22.0% | -18.5% |
| 6M | +17.1% | +23.3% | -6.3% | -4.1% |
| YTD | +84.7% | +13.7% | +71.0% | +56.9% |
| 1Y | +199.9% | -6.5% | +206.4% | +190.2% |
| 3Y | +232.8% | -25.2% | +258.0% | +271.0% |
| 5Y | +198.6% | -19.5% | +218.1% | +216.2% |
| 10Y | +1,669.7% | +285.8% | +1,383.9% | +788.2% |
| All | +2,127.9% | +903.1% | +1,224.8% | +998.0% |
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 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