+83.1%
CDW vs REPL
-9.7%
+92.8%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.7% | -1.4% |
| 7D | -4.2% | -9.6% | +5.3% | -3.9% |
| 30D | +4.9% | +5.7% | -0.9% | +4.6% |
| 3M | +7.3% | +56.4% | -49.1% | +3.7% |
| 6M | +19.2% | +67.4% | -48.3% | +11.4% |
| YTD | +6.2% | +48.7% | -42.5% | -0.5% |
| 1Y | -14.0% | +148.3% | -162.3% | -23.9% |
| 3Y | -30.0% | -26.7% | -3.3% | -40.4% |
| 5Y | -23.6% | -54.1% | +30.6% | -33.7% |
| All | +83.1% | -9.7% | +92.8% | +19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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