+218.3%
C vs CDW
+338.4%
-120.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.2% | -0.6% | +0.5% |
| 7D | -0.4% | +2.6% | -3.0% | -1.7% |
| 30D | -5.3% | +20.4% | -25.7% | -14.7% |
| 3M | -8.0% | +28.5% | -36.5% | -20.9% |
| 6M | -0.3% | +70.6% | -70.9% | -29.0% |
| YTD | +8.6% | +29.1% | -20.4% | -12.0% |
| 1Y | +25.8% | +23.8% | +2.0% | +4.3% |
| 3Y | +221.2% | -14.5% | +235.6% | +219.8% |
| 5Y | +113.6% | -1.6% | +115.1% | +86.3% |
| 10Y | +218.3% | +322.0% | -103.7% | +34.9% |
| All | +218.3% | +338.4% | -120.1% | +34.9% |
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