+150.3%
CI vs CDW
+329.6%
-179.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.9% | -0.3% | +1.7% |
| 7D | +2.6% | +13.1% | -10.5% | -1.2% |
| 30D | +7.3% | +19.1% | -11.8% | +1.7% |
| 3M | +9.5% | +24.7% | -15.2% | +1.7% |
| 6M | +6.4% | +63.4% | -56.9% | -10.7% |
| YTD | +12.0% | +26.3% | -14.3% | +0.2% |
| 1Y | +20.1% | +20.6% | -0.5% | +9.1% |
| 3Y | +9.6% | -16.3% | +25.9% | +9.3% |
| 5Y | +52.7% | -3.9% | +56.6% | +38.6% |
| 10Y | +150.3% | +331.5% | -181.2% | +28.5% |
| All | +150.3% | +329.6% | -179.3% | +28.5% |
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