+121.7%
CMS vs CDW
+303.2%
-181.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -2.0% |
| 7D | -1.3% | +2.1% | -3.4% | -1.7% |
| 30D | +6.3% | +14.7% | -8.4% | +3.9% |
| 3M | -2.1% | +11.1% | -13.2% | -4.1% |
| 6M | -5.1% | +45.6% | -50.7% | -11.8% |
| YTD | +1.3% | +17.1% | -15.8% | -3.2% |
| 1Y | -1.4% | +13.2% | -14.6% | -5.1% |
| 3Y | +36.9% | -22.2% | +59.1% | +38.7% |
| 5Y | +32.5% | -10.1% | +42.7% | +27.5% |
| All | +121.7% | +303.2% | -181.5% | +76.3% |
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