+1,751.5%
CLS vs CDW
+325.6%
+1,425.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +4.8% | +3.0% | +5.1% |
| 7D | -10.6% | +9.3% | -19.9% | -15.9% |
| 30D | -38.4% | +15.8% | -54.2% | -44.3% |
| 3M | -29.9% | +21.8% | -51.6% | -39.0% |
| 6M | -40.6% | +58.8% | -99.4% | -57.1% |
| YTD | -24.6% | +22.8% | -47.4% | -38.7% |
| 1Y | -30.8% | +17.9% | -48.7% | -42.0% |
| 3Y | +811.7% | -17.4% | +829.2% | +862.4% |
| 5Y | +1,838.4% | -5.7% | +1,844.2% | +1,751.6% |
| 10Y | +1,751.5% | +319.5% | +1,432.0% | +1,040.6% |
| All | +1,751.5% | +325.6% | +1,425.9% | +1,040.6% |
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