+369.0%
ALL vs CDW
+338.4%
+30.6%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.2% | -1.8% | -0.2% |
| 7D | -2.6% | +2.6% | -5.1% | -3.3% |
| 30D | +12.7% | +20.4% | -7.7% | +6.6% |
| 3M | +0.4% | +28.5% | -28.1% | -7.3% |
| 6M | +23.8% | +70.6% | -46.8% | +4.0% |
| YTD | +27.8% | +29.1% | -1.3% | +14.8% |
| 1Y | +28.9% | +23.8% | +5.1% | +17.2% |
| 3Y | +113.9% | -14.5% | +128.3% | +111.9% |
| 5Y | +157.4% | -1.6% | +158.9% | +134.0% |
| 10Y | +369.0% | +322.0% | +47.0% | +183.0% |
| All | +369.0% | +338.4% | +30.6% | +183.0% |
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