+150.9%
CI vs CDW
+338.4%
-187.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.2% | -2.8% | -1.2% |
| 7D | -1.3% | +2.6% | -3.9% | -2.1% |
| 30D | +6.4% | +20.4% | -14.0% | +0.5% |
| 3M | +10.7% | +28.5% | -17.8% | +1.9% |
| 6M | +5.5% | +70.6% | -65.1% | -12.8% |
| YTD | +11.4% | +29.1% | -17.7% | -1.0% |
| 1Y | +15.0% | +23.8% | -8.8% | +3.6% |
| 3Y | +9.0% | -14.5% | +23.4% | +8.0% |
| 5Y | +52.0% | -1.6% | +53.5% | +36.8% |
| 10Y | +150.9% | +322.0% | -171.1% | +25.0% |
| All | +150.9% | +338.4% | -187.5% | +25.0% |
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