+414.9%
CSX vs CDW
+312.7%
+102.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.4% |
| 7D | +6.0% | +9.3% | -3.4% | +2.5% |
| 30D | +7.8% | +14.4% | -6.5% | +2.1% |
| 3M | +4.1% | +21.4% | -17.3% | -4.5% |
| 6M | +17.9% | +72.8% | -54.9% | -8.3% |
| YTD | +44.9% | +28.0% | +16.9% | +24.5% |
| 1Y | +51.1% | +19.3% | +31.8% | +34.0% |
| 3Y | +78.3% | -15.3% | +93.6% | +78.4% |
| 5Y | +58.1% | -3.8% | +61.9% | +44.4% |
| All | +414.9% | +312.7% | +102.2% | +177.8% |
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