+416.5%
TPR vs CDW
-21.8%
+438.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.9% |
| 7D | +14.2% | +2.1% | +12.1% | +13.4% |
| 30D | +17.1% | +14.7% | +2.3% | +13.6% |
| 3M | -17.7% | +11.1% | -28.8% | -20.1% |
| 6M | -10.2% | +45.6% | -55.8% | -20.3% |
| YTD | +4.9% | +17.1% | -12.2% | -2.1% |
| 1Y | +36.1% | +13.2% | +23.0% | +28.9% |
| 3Y | +416.5% | -22.2% | +438.7% | +399.4% |
| All | +416.5% | -21.8% | +438.2% | +399.4% |
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