+217.6%
CB vs CDW
+283.9%
-66.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.6% |
| 7D | +0.5% | +3.2% | -2.7% | -0.3% |
| 30D | -3.1% | +9.3% | -12.4% | -5.7% |
| 3M | +9.0% | +9.8% | -0.8% | +5.3% |
| 6M | +2.9% | +23.3% | -20.5% | -5.6% |
| YTD | +10.1% | +13.7% | -3.5% | +3.2% |
| 1Y | +22.8% | -6.5% | +29.3% | +21.7% |
| 3Y | +73.8% | -25.2% | +99.0% | +79.9% |
| 5Y | +99.2% | -19.5% | +118.7% | +95.1% |
| All | +217.6% | +283.9% | -66.3% | +101.9% |
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