+246.7%
CB vs CDW
+329.6%
-82.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.9% | -1.3% | +0.8% |
| 7D | +0.7% | +13.1% | -12.4% | -2.7% |
| 30D | +8.2% | +19.1% | -10.9% | +2.9% |
| 3M | +6.3% | +24.7% | -18.4% | -0.7% |
| 6M | +16.2% | +63.4% | -47.2% | -0.8% |
| YTD | +19.3% | +26.3% | -7.0% | +8.1% |
| 1Y | +29.2% | +20.6% | +8.6% | +18.6% |
| 3Y | +71.4% | -16.3% | +87.8% | +71.2% |
| 5Y | +104.2% | -3.9% | +108.2% | +88.2% |
| 10Y | +246.7% | +331.5% | -84.9% | +128.2% |
| All | +246.7% | +329.6% | -82.9% | +128.2% |
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