+298.9%
CDW vs CG
+278.5%
+20.4%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -1.1% |
| 7D | +9.3% | +0.2% | +9.2% | +9.1% |
| 30D | +14.4% | +11.2% | +3.2% | +9.6% |
| 3M | +21.4% | -22.1% | +43.5% | +34.4% |
| 6M | +72.8% | -17.9% | +90.7% | +85.9% |
| YTD | +28.0% | -31.3% | +59.3% | +46.9% |
| 1Y | +19.3% | -24.0% | +43.3% | +31.0% |
| 3Y | -15.3% | +45.0% | -60.3% | -32.4% |
| 5Y | -3.8% | -22.6% | +18.8% | -3.6% |
| All | +298.9% | +278.5% | +20.4% | +128.4% |
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