+1,412.7%
CRS vs CDW
+262.5%
+1,150.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.4% | +0.9% |
| 7D | -0.5% | -4.2% | +3.7% | +2.2% |
| 30D | -18.1% | +4.9% | -22.9% | -21.0% |
| 3M | -12.4% | +7.3% | -19.7% | -19.0% |
| 6M | +15.9% | +19.2% | -3.2% | -5.3% |
| YTD | +45.8% | +6.2% | +39.6% | +27.4% |
| 1Y | +87.8% | -14.0% | +101.8% | +91.8% |
| 3Y | +648.7% | -30.0% | +678.7% | +744.2% |
| 5Y | +1,416.6% | -23.6% | +1,440.2% | +1,436.1% |
| 10Y | +1,412.7% | +269.4% | +1,143.3% | +412.9% |
| All | +1,412.7% | +262.5% | +1,150.2% | +412.9% |
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