+220.1%
C vs CDW
+325.6%
-105.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.8% | -2.4% | 0.0% |
| 7D | -0.9% | +9.3% | -10.2% | -5.7% |
| 30D | -5.4% | +15.8% | -21.2% | -13.1% |
| 3M | -9.2% | +21.8% | -30.9% | -19.7% |
| 6M | -1.8% | +58.8% | -60.6% | -27.4% |
| YTD | +6.7% | +22.8% | -16.1% | -11.3% |
| 1Y | +23.5% | +17.9% | +5.6% | +5.0% |
| 3Y | +219.8% | -17.4% | +237.2% | +223.4% |
| 5Y | +112.4% | -5.7% | +118.1% | +89.3% |
| 10Y | +220.1% | +319.5% | -99.4% | +47.5% |
| All | +220.1% | +325.6% | -105.5% | +47.5% |
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