+41.9%
CVS vs CDW
+262.5%
-220.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.7% | -0.4% |
| 7D | -1.9% | -4.2% | +2.3% | -0.9% |
| 30D | -0.3% | +4.9% | -5.2% | -1.8% |
| 3M | -1.1% | +7.3% | -8.4% | -3.7% |
| 6M | +23.7% | +19.2% | +4.5% | +14.2% |
| YTD | +23.0% | +6.2% | +16.8% | +17.1% |
| 1Y | +37.2% | -14.0% | +51.2% | +39.3% |
| 3Y | +62.4% | -30.0% | +92.4% | +74.2% |
| 5Y | +31.8% | -23.6% | +55.4% | +34.3% |
| 10Y | +41.9% | +269.4% | -227.5% | -1.4% |
| All | +41.9% | +262.5% | -220.6% | -1.4% |
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