-39.0%
U vs CDW
+43.3%
-82.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.3% |
| 7D | -3.8% | +3.2% | -7.0% | -5.9% |
| 30D | +17.5% | +9.3% | +8.2% | +9.4% |
| 3M | +38.7% | +9.8% | +28.9% | +26.8% |
| 6M | +104.4% | +23.3% | +81.1% | +62.5% |
| YTD | -5.7% | +13.7% | -19.3% | -19.4% |
| 1Y | +3.7% | -6.5% | +10.2% | +4.2% |
| 3Y | +12.3% | -25.2% | +37.6% | +30.3% |
| 5Y | -68.8% | -19.5% | -49.3% | -68.3% |
| All | -39.0% | +43.3% | -82.4% | -40.9% |
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