-24.7%
U vs CDW
+47.7%
-72.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.9% | +6.4% | +6.1% |
| 7D | +36.6% | +2.1% | +34.5% | +32.9% |
| 30D | +13.3% | +14.7% | -1.4% | +1.6% |
| 3M | +26.2% | +11.1% | +15.1% | +13.8% |
| 6M | +88.7% | +45.6% | +43.2% | +36.0% |
| YTD | +16.6% | +17.1% | -0.5% | -4.3% |
| 1Y | +29.0% | +13.2% | +15.8% | +8.9% |
| 3Y | +99.5% | -22.2% | +121.7% | +120.2% |
| 5Y | -66.1% | -10.1% | -56.0% | -67.8% |
| All | -24.7% | +47.7% | -72.4% | -29.8% |
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