-6.0%
U vs CDW
-13.2%
+7.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -5.2% | +7.8% | +4.3% |
| 7D | +4.5% | -3.9% | +8.3% | +5.7% |
| 30D | -0.6% | +6.9% | -7.5% | -3.3% |
| 3M | +48.4% | +7.7% | +40.8% | +42.6% |
| 6M | +115.4% | +18.3% | +97.0% | +91.5% |
| YTD | -3.2% | +7.8% | -11.0% | -4.1% |
| 1Y | -6.0% | -12.2% | +6.1% | +0.6% |
| All | -6.0% | -13.2% | +7.1% | +0.6% |
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 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