-14.1%
CDW vs CAI
-11.0%
-3.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.1% | +0.2% |
| 7D | -7.4% | -5.1% | -2.3% | -7.1% |
| 30D | +5.8% | +3.9% | +2.0% | +5.7% |
| 3M | +10.8% | +40.1% | -29.3% | +8.6% |
| 6M | +21.5% | +29.7% | -8.2% | +19.2% |
| YTD | +6.4% | -10.9% | +17.3% | +5.5% |
| 1Y | -14.8% | -28.0% | +13.2% | -14.5% |
| All | -14.1% | -11.0% | -3.1% | -15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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