+56.1%
CDE vs CDW
+300.6%
-244.5%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +7.8% | -6.7% | -1.4% |
| 7D | -3.1% | +0.9% | -4.0% | -3.5% |
| 30D | +9.5% | +13.1% | -3.6% | +4.8% |
| 3M | +25.5% | +19.7% | +5.8% | +15.8% |
| 6M | -7.9% | +30.7% | -38.6% | -20.3% |
| YTD | +15.6% | +14.7% | +0.9% | +5.0% |
| 1Y | +34.0% | -5.3% | +39.4% | +31.8% |
| 3Y | +791.9% | -23.8% | +815.8% | +841.4% |
| 5Y | +197.7% | -16.8% | +214.5% | +195.9% |
| All | +56.1% | +300.6% | -244.5% | +24.1% |
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