+73.4%
CL vs CDW
+303.2%
-229.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -2.0% |
| 7D | +1.3% | +2.1% | -0.8% | +0.9% |
| 30D | +11.4% | +14.7% | -3.4% | +9.1% |
| 3M | +4.4% | +11.1% | -6.7% | +2.4% |
| 6M | +10.8% | +45.6% | -34.8% | +3.8% |
| YTD | +25.1% | +17.1% | +8.0% | +20.1% |
| 1Y | +28.0% | +13.2% | +14.8% | +23.4% |
| 3Y | +37.6% | -22.2% | +59.8% | +39.4% |
| 5Y | +39.7% | -10.1% | +49.8% | +34.8% |
| All | +73.4% | +303.2% | -229.8% | +30.9% |
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