+214.8%
B vs CDW
+312.7%
-97.8%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.6% |
| 7D | -7.3% | +9.3% | -16.7% | -7.8% |
| 30D | -3.3% | +14.4% | -17.7% | -4.1% |
| 3M | -7.8% | +21.4% | -29.2% | -8.8% |
| 6M | -15.5% | +72.8% | -88.3% | -18.4% |
| YTD | -12.3% | +28.0% | -40.3% | -14.0% |
| 1Y | +5.4% | +19.3% | -14.0% | +3.9% |
| 3Y | +165.5% | -15.3% | +180.8% | +167.8% |
| 5Y | +107.0% | -3.8% | +110.8% | +105.1% |
| All | +214.8% | +312.7% | -97.8% | +201.4% |
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