+0.4%
DOW vs CDW
+95.4%
-95.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.0% | +2.0% |
| 7D | +3.7% | +9.1% | -5.4% | -0.6% |
| 30D | +16.3% | +13.7% | +2.6% | +8.1% |
| 3M | +9.7% | +27.0% | -17.3% | -5.1% |
| 6M | -14.1% | +75.9% | -90.0% | -39.4% |
| YTD | +46.6% | +28.9% | +17.7% | +19.8% |
| 1Y | +56.8% | +19.6% | +37.2% | +34.1% |
| 3Y | -20.4% | -14.6% | -5.7% | -20.2% |
| 5Y | -27.4% | -3.2% | -24.3% | -35.5% |
| All | +0.4% | +95.4% | -95.0% | -43.2% |
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