+207.2%
C vs CDW
+315.4%
-108.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | 0.0% | 0.0% |
| 7D | +4.7% | +9.1% | -4.4% | +0.2% |
| 30D | +0.2% | +13.7% | -13.5% | -6.8% |
| 3M | -9.3% | +27.0% | -36.4% | -21.6% |
| 6M | -0.8% | +75.9% | -76.7% | -30.6% |
| YTD | +8.5% | +28.9% | -20.4% | -12.0% |
| 1Y | +23.1% | +19.6% | +3.5% | +4.2% |
| 3Y | +220.8% | -14.6% | +235.4% | +219.7% |
| 5Y | +112.4% | -3.2% | +115.6% | +87.4% |
| All | +207.2% | +315.4% | -108.2% | +36.6% |
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