+411.8%
CAH vs CDW
+338.4%
+73.4%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.0% | -0.3% |
| 7D | +5.9% | +2.6% | +3.4% | +5.1% |
| 30D | +16.5% | +20.4% | -3.9% | +10.3% |
| 3M | +15.7% | +28.5% | -12.7% | +7.0% |
| 6M | +52.7% | +70.6% | -17.9% | +28.0% |
| YTD | +36.3% | +29.1% | +7.2% | +22.2% |
| 1Y | +36.7% | +23.8% | +13.0% | +24.1% |
| 3Y | +178.2% | -14.5% | +192.6% | +176.0% |
| 5Y | +515.8% | -1.6% | +517.3% | +459.6% |
| 10Y | +411.8% | +322.0% | +89.8% | +191.7% |
| All | +411.8% | +338.4% | +73.4% | +191.7% |
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