+374.8%
ALL vs CDW
+303.2%
+71.6%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.9% | -3.6% | -4.2% |
| 7D | -1.9% | +2.1% | -4.0% | -2.7% |
| 30D | +13.8% | +14.7% | -1.0% | +9.1% |
| 3M | -7.0% | +11.1% | -18.1% | -10.5% |
| 6M | +18.0% | +45.6% | -27.5% | +3.7% |
| YTD | +24.2% | +17.1% | +7.1% | +14.7% |
| 1Y | +31.2% | +13.2% | +18.0% | +22.3% |
| 3Y | +107.5% | -22.2% | +129.7% | +110.9% |
| 5Y | +144.8% | -10.1% | +154.9% | +128.1% |
| All | +374.8% | +303.2% | +71.6% | +195.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling