+235.5%
EW vs CDW
+303.2%
-67.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.6% |
| 7D | +11.0% | +2.1% | +8.9% | +9.9% |
| 30D | +19.1% | +14.7% | +4.3% | +13.0% |
| 3M | +14.4% | +11.1% | +3.2% | +8.7% |
| 6M | +22.8% | +45.6% | -22.8% | +4.1% |
| YTD | +19.8% | +17.1% | +2.7% | +7.8% |
| 1Y | +23.9% | +13.2% | +10.7% | +13.0% |
| 3Y | +52.2% | -22.2% | +74.4% | +56.4% |
| 5Y | -13.9% | -10.1% | -3.8% | -19.2% |
| All | +235.5% | +303.2% | -67.7% | +98.0% |
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