+102.4%
D vs CDW
+903.1%
-800.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.3% |
| 7D | +1.5% | +3.2% | -1.7% | +0.9% |
| 30D | -2.6% | +9.3% | -11.9% | -4.1% |
| 3M | 0.0% | +9.8% | -9.8% | -2.0% |
| 6M | +7.4% | +23.3% | -16.0% | +2.1% |
| YTD | +15.9% | +13.7% | +2.2% | +11.6% |
| 1Y | +18.1% | -6.5% | +24.6% | +17.6% |
| 3Y | +58.4% | -25.2% | +83.6% | +61.8% |
| 5Y | +5.2% | -19.5% | +24.7% | +4.1% |
| 10Y | +35.9% | +285.8% | -250.0% | +3.1% |
| All | +102.4% | +903.1% | -800.7% | +41.7% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling