+641.7%
BE vs CDW
+121.2%
+520.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.9% | -7.2% | -6.2% |
| 7D | -13.4% | +13.1% | -26.4% | -20.5% |
| 30D | -33.9% | +19.1% | -53.0% | -41.6% |
| 3M | -12.0% | +24.7% | -36.7% | -25.6% |
| 6M | -29.0% | +63.4% | -92.3% | -53.8% |
| YTD | +113.4% | +26.3% | +87.1% | +58.7% |
| 1Y | +33.2% | +20.6% | +12.6% | +3.4% |
| 3Y | +1,659.2% | -16.3% | +1,675.5% | +1,677.6% |
| 5Y | +461.4% | -3.9% | +465.3% | +401.1% |
| All | +641.7% | +121.2% | +520.5% | +248.2% |
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