+298.9%
CDW vs M
-7.1%
+306.0%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.2% | -0.9% |
| 7D | +9.3% | +7.0% | +2.3% | +8.0% |
| 30D | +14.4% | +8.9% | +5.5% | +12.7% |
| 3M | +21.4% | +4.5% | +16.9% | +20.4% |
| 6M | +72.8% | +36.2% | +36.6% | +62.4% |
| YTD | +28.0% | +15.1% | +12.9% | +23.4% |
| 1Y | +19.3% | +27.4% | -8.1% | +12.7% |
| 3Y | -15.3% | +160.1% | -175.5% | -32.2% |
| 5Y | -3.8% | -1.6% | -2.2% | -12.6% |
| All | +298.9% | -7.1% | +306.0% | +221.4% |
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