+40.9%
XYZ vs CDW
-25.3%
+66.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.3% |
| 7D | -1.0% | +3.2% | -4.1% | -2.5% |
| 30D | -1.7% | +9.3% | -11.0% | -6.0% |
| 3M | +16.7% | +9.8% | +7.0% | +10.2% |
| 6M | +26.9% | +23.3% | +3.5% | +9.0% |
| YTD | +27.1% | +13.7% | +13.5% | +14.7% |
| 1Y | +9.3% | -6.5% | +15.7% | +11.7% |
| All | +40.9% | -25.3% | +66.2% | +45.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling