+238.9%
CRM vs CDW
+300.6%
-61.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +7.8% | -5.9% | -2.1% |
| 7D | -4.4% | +0.9% | -5.4% | -5.0% |
| 30D | +28.1% | +13.1% | +15.1% | +20.3% |
| 3M | +48.8% | +19.7% | +29.2% | +34.4% |
| 6M | +28.3% | +30.7% | -2.5% | +8.6% |
| YTD | -6.0% | +14.7% | -20.7% | -15.3% |
| 1Y | +1.4% | -5.3% | +6.8% | +0.6% |
| 3Y | +11.8% | -23.8% | +35.7% | +20.7% |
| 5Y | -2.0% | -16.8% | +14.8% | -0.9% |
| All | +238.9% | +300.6% | -61.7% | +75.5% |
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