+36.1%
TPR vs CDW
+10.0%
+26.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -1.1% |
| 7D | +14.2% | +2.1% | +12.1% | +14.1% |
| 30D | +17.1% | +14.7% | +2.3% | +17.7% |
| 3M | -17.7% | +11.1% | -28.8% | -17.1% |
| 6M | -10.2% | +45.6% | -55.8% | -9.5% |
| YTD | +4.9% | +17.1% | -12.2% | +6.9% |
| 1Y | +36.1% | +13.2% | +23.0% | +40.0% |
| All | +36.1% | +10.0% | +26.1% | +40.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling