+10.0%
CDW vs Q
+68.3%
-58.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.5% | +2.9% | -0.6% |
| 7D | +9.3% | +1.2% | +8.2% | +9.3% |
| 30D | +14.4% | -2.7% | +17.0% | +14.4% |
| 3M | +21.4% | -16.9% | +38.4% | +21.1% |
| 6M | +72.8% | -26.9% | +99.7% | +71.6% |
| YTD | +28.0% | +45.2% | -17.2% | +21.5% |
| 1Y | +19.3% | +38.1% | -18.8% | +12.0% |
| All | +10.0% | +68.3% | -58.3% | +2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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