+11.9%
CDW vs IRE
-98.1%
+110.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -14.4% | +13.7% | -0.8% |
| 7D | +9.3% | -31.8% | +41.2% | +9.0% |
| 30D | +14.4% | -71.8% | +86.1% | +13.5% |
| 3M | +21.4% | -88.9% | +110.3% | +19.6% |
| 6M | +72.8% | -95.4% | +168.2% | +71.4% |
| YTD | +28.0% | -94.2% | +122.3% | +24.8% |
| 1Y | +19.3% | -97.1% | +116.4% | +17.6% |
| All | +11.9% | -98.1% | +110.0% | +10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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