+365.7%
ALL vs CDW
+285.0%
+80.6%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.1% |
| 7D | 0.0% | +3.2% | -3.1% | -0.9% |
| 30D | -1.5% | +9.3% | -10.8% | -4.2% |
| 3M | +23.6% | +9.8% | +13.8% | +19.4% |
| 6M | +22.3% | +23.3% | -1.0% | +12.2% |
| YTD | +26.5% | +13.7% | +12.9% | +18.6% |
| 1Y | +27.0% | -6.5% | +33.5% | +25.9% |
| 3Y | +149.6% | -25.2% | +174.8% | +158.2% |
| 5Y | +118.1% | -19.5% | +137.6% | +113.1% |
| All | +365.7% | +285.0% | +80.6% | +184.7% |
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 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