-54.2%
W vs CDW
-10.5%
-43.8%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.6% | -0.7% |
| 7D | -3.6% | +2.1% | -5.7% | -5.0% |
| 30D | +7.0% | +14.7% | -7.8% | -4.2% |
| 3M | +7.4% | +11.1% | -3.7% | -4.0% |
| 6M | +69.3% | +45.6% | +23.7% | +15.2% |
| YTD | +11.3% | +17.1% | -5.8% | -14.9% |
| 1Y | +13.2% | +13.2% | 0.0% | -10.1% |
| 3Y | +142.0% | -22.2% | +164.2% | +184.0% |
| All | -54.2% | -10.5% | -43.8% | -58.5% |
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