+136.2%
CMS vs CDW
+315.4%
-179.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | -1.3% | +9.1% | -10.4% | -2.6% |
| 30D | +5.3% | +13.7% | -8.4% | +3.0% |
| 3M | -0.3% | +27.0% | -27.4% | -4.4% |
| 6M | -4.0% | +75.9% | -79.9% | -13.5% |
| YTD | +2.1% | +28.9% | -26.7% | -3.7% |
| 1Y | -4.7% | +19.6% | -24.3% | -9.0% |
| 3Y | +36.8% | -14.6% | +51.4% | +36.7% |
| 5Y | +34.9% | -3.2% | +38.0% | +28.5% |
| All | +136.2% | +315.4% | -179.2% | +89.1% |
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