+188.2%
B vs CDW
+283.9%
-95.7%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -2.2% |
| 7D | -1.6% | +3.2% | -4.8% | -1.7% |
| 30D | +9.4% | +9.3% | +0.1% | +9.0% |
| 3M | +5.0% | +9.8% | -4.8% | +4.3% |
| 6M | -3.5% | +23.3% | -26.9% | -5.3% |
| YTD | +4.5% | +13.7% | -9.2% | +3.2% |
| 1Y | +67.8% | -6.5% | +74.3% | +68.4% |
| 3Y | +196.7% | -25.2% | +221.9% | +201.5% |
| 5Y | +151.9% | -19.5% | +171.4% | +152.3% |
| All | +188.2% | +283.9% | -95.7% | +201.2% |
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