+322.0%
CDW vs INDA
+112.6%
+209.4%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.4% | +2.3% |
| 7D | +2.6% | +3.1% | -0.6% | +0.7% |
| 30D | +20.4% | +11.3% | +9.1% | +13.2% |
| 3M | +28.5% | +3.0% | +25.5% | +26.5% |
| 6M | +70.6% | +6.5% | +64.1% | +64.5% |
| YTD | +29.1% | -4.6% | +33.6% | +32.0% |
| 1Y | +23.8% | -5.8% | +29.5% | +27.5% |
| 3Y | -14.5% | +16.8% | -31.3% | -23.2% |
| 5Y | -1.6% | +10.4% | -12.0% | -8.8% |
| 10Y | +322.0% | +116.8% | +205.2% | +183.3% |
| All | +322.0% | +112.6% | +209.4% | +183.3% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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