+209.5%
CVX vs CDW
+315.4%
-105.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.5% |
| 7D | +1.6% | +9.1% | -7.5% | -1.3% |
| 30D | -0.6% | +13.7% | -14.3% | -5.6% |
| 3M | +11.0% | +27.0% | -16.0% | +0.7% |
| 6M | +18.4% | +75.9% | -57.4% | -6.3% |
| YTD | +45.9% | +28.9% | +17.0% | +27.4% |
| 1Y | +46.7% | +19.6% | +27.1% | +31.7% |
| 3Y | +71.6% | -14.6% | +86.2% | +70.3% |
| 5Y | +131.4% | -3.2% | +134.6% | +109.2% |
| All | +209.5% | +315.4% | -105.9% | +86.7% |
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