+251.7%
CB vs CDW
+312.7%
-61.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.7% | +1.2% |
| 7D | +2.9% | +9.3% | -6.4% | +0.6% |
| 30D | +7.3% | +14.4% | -7.0% | +3.2% |
| 3M | +9.4% | +21.4% | -12.0% | +3.0% |
| 6M | +19.6% | +72.8% | -53.2% | +0.5% |
| YTD | +21.5% | +28.0% | -6.5% | +9.6% |
| 1Y | +28.0% | +19.3% | +8.7% | +18.0% |
| 3Y | +74.9% | -15.3% | +90.2% | +74.1% |
| 5Y | +108.1% | -3.8% | +111.9% | +92.0% |
| All | +251.7% | +312.7% | -61.0% | +129.6% |
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