+1,628.1%
CLS vs CDW
+303.2%
+1,324.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +1.0% |
| 7D | -22.2% | +2.1% | -24.3% | -23.8% |
| 30D | -44.4% | +14.7% | -59.1% | -49.6% |
| 3M | -34.3% | +11.1% | -45.4% | -39.8% |
| 6M | -50.1% | +45.6% | -95.6% | -62.1% |
| YTD | -30.1% | +17.1% | -47.2% | -41.6% |
| 1Y | -39.3% | +13.2% | -52.5% | -48.0% |
| 3Y | +732.7% | -22.2% | +754.9% | +809.3% |
| 5Y | +1,777.2% | -10.1% | +1,787.3% | +1,741.5% |
| All | +1,628.1% | +303.2% | +1,324.9% | +995.8% |
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