+115.4%
CMS vs CDW
+283.9%
-168.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | 0.0% |
| 7D | +0.4% | +3.2% | -2.8% | -0.1% |
| 30D | -3.6% | +9.3% | -12.9% | -5.1% |
| 3M | -1.9% | +9.8% | -11.7% | -3.8% |
| 6M | -11.0% | +23.3% | -34.3% | -15.2% |
| YTD | +0.2% | +13.7% | -13.5% | -3.4% |
| 1Y | -1.3% | -6.5% | +5.2% | -1.6% |
| 3Y | +35.9% | -25.2% | +61.2% | +39.1% |
| 5Y | +23.1% | -19.5% | +42.6% | +21.6% |
| All | +115.4% | +283.9% | -168.5% | +56.6% |
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