+319.5%
CDW vs M
+3.7%
+315.8%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +8.1% | -3.3% | +3.4% |
| 7D | +9.3% | +2.5% | +6.8% | +8.9% |
| 30D | +15.8% | +10.1% | +5.7% | +13.9% |
| 3M | +21.8% | -0.9% | +22.7% | +21.9% |
| 6M | +58.8% | +30.2% | +28.6% | +50.5% |
| YTD | +22.8% | +16.3% | +6.5% | +18.1% |
| 1Y | +17.9% | +27.0% | -9.1% | +11.4% |
| 3Y | -17.4% | +154.5% | -171.9% | -33.7% |
| 5Y | -5.7% | -1.1% | -4.7% | -14.5% |
| 10Y | +319.5% | +0.5% | +319.0% | +233.5% |
| All | +319.5% | +3.7% | +315.8% | +233.5% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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