+674.0%
CAT vs CDW
+329.6%
+344.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.9% | -5.3% | -3.5% |
| 7D | -6.3% | +13.1% | -19.4% | -11.3% |
| 30D | -26.8% | +19.1% | -45.9% | -32.5% |
| 3M | -30.0% | +24.7% | -54.8% | -37.4% |
| 6M | -34.6% | +63.4% | -97.9% | -49.5% |
| YTD | +2.9% | +26.3% | -23.4% | -13.1% |
| 1Y | +3.3% | +20.6% | -17.3% | -10.7% |
| 3Y | +153.7% | -16.3% | +170.0% | +157.2% |
| 5Y | +207.3% | -3.9% | +211.2% | +183.2% |
| 10Y | +674.0% | +331.5% | +342.5% | +294.7% |
| All | +674.0% | +329.6% | +344.4% | +294.7% |
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