+577.4%
CF vs CDW
+283.9%
+293.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.2% | -2.8% |
| 7D | +6.0% | +3.2% | +2.8% | +4.7% |
| 30D | +14.8% | +9.3% | +5.6% | +10.4% |
| 3M | +14.1% | +9.8% | +4.3% | +8.4% |
| 6M | +28.5% | +23.3% | +5.2% | +13.5% |
| YTD | +74.9% | +13.7% | +61.3% | +59.2% |
| 1Y | +61.7% | -6.5% | +68.2% | +59.8% |
| 3Y | +80.3% | -25.2% | +105.6% | +90.0% |
| 5Y | +226.0% | -19.5% | +245.5% | +217.9% |
| All | +577.4% | +283.9% | +293.5% | +229.1% |
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