+158.7%
CI vs CDW
+303.2%
-144.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.9% | -1.7% | -2.4% |
| 7D | -1.6% | +2.1% | -3.6% | -2.3% |
| 30D | +5.4% | +14.7% | -9.3% | +1.0% |
| 3M | +7.3% | +11.1% | -3.9% | +2.9% |
| 6M | +5.3% | +45.6% | -40.3% | -8.6% |
| YTD | +8.5% | +17.1% | -8.6% | -0.8% |
| 1Y | +17.1% | +13.2% | +3.9% | +8.3% |
| 3Y | +1.4% | -22.2% | +23.6% | +3.3% |
| 5Y | +50.5% | -10.1% | +60.6% | +39.0% |
| All | +158.7% | +303.2% | -144.4% | +43.9% |
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