-37.2%
CAG vs CDW
+271.4%
-308.7%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -2.9% | -2.7% |
| 7D | -5.9% | -7.4% | +1.5% | -4.9% |
| 30D | -1.5% | +5.8% | -7.4% | -2.5% |
| 3M | +11.5% | +10.8% | +0.6% | +9.4% |
| 6M | -15.7% | +21.5% | -37.2% | -19.1% |
| YTD | -10.2% | +6.4% | -16.6% | -12.2% |
| 1Y | -18.1% | -14.8% | -3.3% | -17.3% |
| 3Y | -39.4% | -29.9% | -9.5% | -37.8% |
| 5Y | -42.6% | -22.9% | -19.7% | -42.9% |
| All | -37.2% | +271.4% | -308.7% | -54.4% |
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