+286.5%
C vs CDW
+263.0%
+23.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.2% | +4.5% | +2.0% |
| 7D | +3.2% | -3.9% | +7.0% | +5.2% |
| 30D | +1.3% | +6.9% | -5.6% | -2.8% |
| 3M | +3.1% | +7.7% | -4.6% | -3.2% |
| 6M | +29.6% | +18.3% | +11.3% | +11.3% |
| YTD | +19.0% | +7.8% | +11.2% | +7.4% |
| 1Y | +45.6% | -12.2% | +57.8% | +47.3% |
| 3Y | +269.3% | -28.9% | +298.2% | +310.4% |
| 5Y | +131.6% | -22.8% | +154.4% | +134.4% |
| 10Y | +286.5% | +266.1% | +20.5% | +81.1% |
| All | +286.5% | +263.0% | +23.6% | +81.1% |
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