+543.0%
XYZ vs CDW
+310.2%
+232.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -6.1% | +2.0% | +0.2% |
| 7D | +9.2% | -4.1% | +13.3% | +12.4% |
| 30D | +9.8% | +16.7% | -6.9% | -1.9% |
| 3M | -0.2% | +13.6% | -13.8% | -10.5% |
| 6M | +18.0% | +17.0% | +0.9% | -2.9% |
| YTD | +29.1% | +18.1% | +11.0% | +4.3% |
| 1Y | +14.1% | +10.5% | +3.7% | -3.0% |
| 3Y | +72.6% | -20.9% | +93.5% | +85.5% |
| 5Y | -64.6% | -9.3% | -55.3% | -65.1% |
| 10Y | +590.0% | +310.6% | +279.4% | +142.7% |
| All | +543.0% | +310.2% | +232.8% | +104.7% |
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