+65.2%
CSGP vs CDW
+303.2%
-238.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.9% | -3.8% | -4.3% |
| 7D | +1.3% | +2.1% | -0.8% | 0.0% |
| 30D | +10.7% | +14.7% | -4.1% | +3.3% |
| 3M | +3.3% | +11.1% | -7.8% | -2.9% |
| 6M | -10.3% | +45.6% | -55.9% | -26.9% |
| YTD | -54.6% | +17.1% | -71.7% | -59.7% |
| 1Y | -54.6% | +13.2% | -67.8% | -59.2% |
| 3Y | -60.3% | -22.2% | -38.1% | -58.6% |
| 5Y | -63.3% | -10.1% | -53.2% | -64.9% |
| All | +65.2% | +303.2% | -238.0% | -14.8% |
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