+83.1%
CL vs CDW
+338.4%
-255.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.3% | -0.4% |
| 7D | -0.8% | +2.6% | -3.3% | -1.2% |
| 30D | +9.5% | +20.4% | -10.9% | +6.6% |
| 3M | +6.8% | +28.5% | -21.7% | +2.6% |
| 6M | +14.3% | +70.6% | -56.3% | +4.6% |
| YTD | +26.3% | +29.1% | -2.8% | +19.6% |
| 1Y | +25.6% | +23.8% | +1.8% | +19.7% |
| 3Y | +38.5% | -14.5% | +52.9% | +38.5% |
| 5Y | +40.7% | -1.6% | +42.3% | +34.1% |
| 10Y | +83.1% | +322.0% | -239.0% | +38.6% |
| All | +83.1% | +338.4% | -255.4% | +38.6% |
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