+221.9%
CVX vs CDW
+262.5%
-40.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.4% | +2.4% |
| 7D | +1.0% | -4.2% | +5.2% | +2.3% |
| 30D | +10.7% | +4.9% | +5.8% | +8.3% |
| 3M | +15.5% | +7.3% | +8.2% | +11.1% |
| 6M | +14.9% | +19.2% | -4.3% | +4.1% |
| YTD | +44.2% | +6.2% | +38.0% | +35.9% |
| 1Y | +43.5% | -14.0% | +57.5% | +46.3% |
| 3Y | +45.0% | -30.0% | +74.9% | +55.3% |
| 5Y | +172.2% | -23.6% | +195.7% | +171.0% |
| 10Y | +221.9% | +269.4% | -47.5% | +98.8% |
| All | +221.9% | +262.5% | -40.6% | +98.8% |
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