+265.0%
CDW vs QSR
+133.7%
+131.3%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.8% | +0.5% |
| 7D | -7.4% | -4.7% | -2.7% | -5.3% |
| 30D | +5.8% | +4.3% | +1.5% | +3.8% |
| 3M | +10.8% | +5.4% | +5.4% | +7.9% |
| 6M | +21.5% | +8.2% | +13.3% | +17.1% |
| YTD | +6.4% | +14.1% | -7.8% | +0.1% |
| 1Y | -14.8% | +28.1% | -42.9% | -24.1% |
| 3Y | -29.9% | +25.3% | -55.1% | -38.0% |
| 5Y | -22.9% | +40.4% | -63.3% | -36.0% |
| All | +265.0% | +133.7% | +131.3% | +151.3% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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