+223.5%
C vs CDW
+303.2%
-79.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.9% |
| 7D | -2.4% | +2.1% | -4.5% | -3.8% |
| 30D | -6.0% | +14.7% | -20.7% | -13.2% |
| 3M | -10.5% | +11.1% | -21.7% | -17.2% |
| 6M | -5.7% | +45.6% | -51.3% | -27.0% |
| YTD | +4.1% | +17.1% | -13.0% | -11.3% |
| 1Y | +20.5% | +13.2% | +7.3% | +4.5% |
| 3Y | +208.1% | -22.2% | +230.3% | +221.6% |
| 5Y | +110.4% | -10.1% | +120.5% | +92.0% |
| All | +223.5% | +303.2% | -79.7% | +55.5% |
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