+863.2%
CDW vs INDA
+148.1%
+715.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | +3.2% | +0.7% | +2.5% | +2.8% |
| 30D | +9.3% | -0.8% | +10.1% | +9.8% |
| 3M | +9.8% | +3.9% | +5.9% | +7.6% |
| 6M | +23.3% | -0.7% | +24.1% | +23.2% |
| YTD | +13.7% | -7.7% | +21.3% | +17.8% |
| 1Y | -6.5% | -5.1% | -1.4% | -4.6% |
| 3Y | -25.2% | +13.6% | -38.9% | -30.9% |
| 5Y | -19.5% | +7.8% | -27.3% | -23.5% |
| 10Y | +285.8% | +84.6% | +201.2% | +179.8% |
| All | +863.2% | +148.1% | +715.1% | +540.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling