+61.2%
CVS vs CDW
+315.4%
-254.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | +10.4% | +9.1% | +1.3% | +8.3% |
| 30D | +3.3% | +13.7% | -10.4% | -0.4% |
| 3M | -4.5% | +27.0% | -31.6% | -11.1% |
| 6M | -4.4% | +75.9% | -80.2% | -19.3% |
| YTD | +16.6% | +28.9% | -12.3% | +5.0% |
| 1Y | +15.3% | +19.6% | -4.3% | +6.3% |
| 3Y | +48.6% | -14.6% | +63.2% | +50.6% |
| 5Y | +12.9% | -3.2% | +16.0% | +7.3% |
| All | +61.2% | +315.4% | -254.2% | +17.3% |
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