+495.9%
CMI vs CDW
+271.4%
+224.5%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.0% | -0.9% |
| 7D | +0.8% | -7.4% | +8.2% | +3.4% |
| 30D | -12.8% | +5.8% | -18.6% | -14.8% |
| 3M | -12.4% | +10.8% | -23.3% | -17.1% |
| 6M | -0.9% | +21.5% | -22.4% | -12.1% |
| YTD | +8.9% | +6.4% | +2.5% | +1.3% |
| 1Y | +37.7% | -14.8% | +52.5% | +40.2% |
| 3Y | +148.9% | -29.9% | +178.7% | +168.6% |
| 5Y | +164.4% | -22.9% | +187.2% | +167.9% |
| All | +495.9% | +271.4% | +224.5% | +249.3% |
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