+208.8%
C vs CDW
+329.6%
-120.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.9% | -2.6% | -1.2% |
| 7D | -0.4% | +13.1% | -13.4% | -6.8% |
| 30D | -5.2% | +19.1% | -24.3% | -14.1% |
| 3M | -9.1% | +24.7% | -33.8% | -20.6% |
| 6M | -1.6% | +63.4% | -64.9% | -28.2% |
| YTD | +6.9% | +26.3% | -19.4% | -12.4% |
| 1Y | +23.0% | +20.6% | +2.4% | +3.4% |
| 3Y | +216.1% | -16.3% | +232.5% | +218.3% |
| 5Y | +112.2% | -3.9% | +116.2% | +87.6% |
| 10Y | +208.8% | +331.5% | -122.7% | +38.0% |
| All | +208.8% | +329.6% | -120.8% | +38.0% |
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