+89.6%
CL vs CDW
+312.7%
-223.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +1.9% |
| 7D | +3.2% | +9.3% | -6.1% | +2.0% |
| 30D | +8.0% | +14.4% | -6.3% | +5.9% |
| 3M | +7.9% | +21.4% | -13.6% | +4.5% |
| 6M | +14.7% | +72.8% | -58.1% | +4.8% |
| YTD | +29.2% | +28.0% | +1.1% | +22.4% |
| 1Y | +29.5% | +19.3% | +10.2% | +24.2% |
| 3Y | +40.7% | -15.3% | +56.0% | +40.9% |
| 5Y | +43.9% | -3.8% | +47.6% | +37.7% |
| All | +89.6% | +312.7% | -223.1% | +39.5% |
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