-73.3%
U vs CDW
-4.0%
-69.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.7% | +5.9% | +5.7% |
| 7D | +2.6% | +9.3% | -6.8% | -3.7% |
| 30D | +27.6% | +14.4% | +13.2% | +14.1% |
| 3M | +15.3% | +21.4% | -6.1% | -2.6% |
| 6M | +96.4% | +72.8% | +23.6% | +21.9% |
| YTD | +19.6% | +28.0% | -8.5% | -9.2% |
| 1Y | +42.1% | +19.3% | +22.8% | +15.3% |
| 3Y | +87.5% | -15.3% | +102.8% | +95.7% |
| All | -73.3% | -4.0% | -69.3% | -78.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling