+57.2%
CVS vs CDW
+329.6%
-272.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.9% | +1.5% | +3.8% |
| 7D | -2.6% | +13.1% | -15.7% | -5.9% |
| 30D | +4.0% | +19.1% | -15.1% | -0.9% |
| 3M | -6.3% | +24.7% | -31.0% | -12.3% |
| 6M | -0.4% | +63.4% | -63.7% | -14.2% |
| YTD | +15.6% | +26.3% | -10.7% | +4.6% |
| 1Y | +18.3% | +20.6% | -2.3% | +8.6% |
| 3Y | +47.3% | -16.3% | +63.6% | +50.0% |
| 5Y | +13.2% | -3.9% | +17.1% | +7.7% |
| 10Y | +57.2% | +331.5% | -274.3% | +20.2% |
| All | +57.2% | +329.6% | -272.4% | +20.2% |
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