-62.3%
XYZ vs CDW
-2.4%
-60.0%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.9% | -6.3% | -5.3% |
| 7D | +12.6% | +13.1% | -0.5% | +3.7% |
| 30D | +10.8% | +19.1% | -8.3% | -2.0% |
| 3M | +8.4% | +24.7% | -16.4% | -8.5% |
| 6M | +14.3% | +63.4% | -49.0% | -24.6% |
| YTD | +31.5% | +26.3% | +5.2% | +1.6% |
| 1Y | +28.1% | +20.6% | +7.5% | +2.9% |
| 3Y | +66.2% | -16.3% | +82.5% | +76.6% |
| 5Y | -62.3% | -3.9% | -58.4% | -69.1% |
| All | -62.3% | -2.4% | -60.0% | -69.1% |
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