-6.2%
DOW vs CDW
+86.2%
-92.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.8% | -6.2% | -3.7% |
| 7D | -9.4% | +9.3% | -18.7% | -13.9% |
| 30D | +8.9% | +15.8% | -6.8% | +0.2% |
| 3M | +6.7% | +21.8% | -15.0% | -5.9% |
| 6M | -14.2% | +58.8% | -73.0% | -36.3% |
| YTD | +36.9% | +22.8% | +14.1% | +14.4% |
| 1Y | +45.8% | +17.9% | +27.8% | +24.9% |
| 3Y | -23.9% | -17.4% | -6.5% | -22.7% |
| 5Y | -30.8% | -5.7% | -25.0% | -38.0% |
| All | -6.2% | +86.2% | -92.4% | -45.7% |
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