+568.0%
CF vs CDW
+303.2%
+264.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +1.0% |
| 7D | -3.2% | +2.1% | -5.3% | -4.7% |
| 30D | +4.3% | +14.7% | -10.4% | -2.2% |
| 3M | +2.8% | +11.1% | -8.3% | -3.4% |
| 6M | +0.6% | +45.6% | -45.0% | -17.2% |
| YTD | +56.6% | +17.1% | +39.5% | +38.6% |
| 1Y | +49.6% | +13.2% | +36.4% | +34.3% |
| 3Y | +61.5% | -22.2% | +83.7% | +64.8% |
| 5Y | +124.0% | -10.1% | +134.1% | +102.6% |
| All | +568.0% | +303.2% | +264.8% | +265.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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