+293.0%
CDW vs CG
+290.3%
+2.7%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.6% |
| 7D | +2.1% | -1.2% | +3.3% | +2.8% |
| 30D | +14.7% | +5.0% | +9.7% | +12.6% |
| 3M | +11.1% | -18.2% | +29.3% | +20.7% |
| 6M | +45.6% | -20.7% | +66.3% | +58.8% |
| YTD | +17.1% | -31.4% | +48.5% | +34.6% |
| 1Y | +13.2% | -22.3% | +35.4% | +23.1% |
| 3Y | -22.2% | +50.2% | -72.4% | -38.8% |
| 5Y | -10.1% | -22.1% | +11.9% | -10.2% |
| All | +293.0% | +290.3% | +2.7% | +118.0% |
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