+286.1%
CDW vs CG
+355.4%
-69.4%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.3% |
| 7D | +3.2% | -4.3% | +7.5% | +5.0% |
| 30D | +9.3% | -5.1% | +14.4% | +11.6% |
| 3M | +9.8% | +8.7% | +1.1% | +5.4% |
| 6M | +23.3% | -9.2% | +32.6% | +27.0% |
| YTD | +13.7% | -18.9% | +32.5% | +21.8% |
| 1Y | -6.5% | -25.6% | +19.2% | +3.4% |
| 3Y | -25.2% | +57.3% | -82.5% | -42.3% |
| 5Y | -19.5% | +10.2% | -29.6% | -31.0% |
| All | +286.1% | +355.4% | -69.4% | +97.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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