+66.5%
EWZ vs CDW
+312.7%
-246.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.0% | +1.6% |
| 7D | +0.8% | +9.3% | -8.6% | -2.3% |
| 30D | -24.4% | +14.4% | -38.7% | -28.1% |
| 3M | -4.6% | +21.4% | -26.0% | -11.9% |
| 6M | -11.6% | +72.8% | -84.4% | -29.9% |
| YTD | +2.4% | +28.0% | -25.6% | -11.1% |
| 1Y | +2.1% | +19.3% | -17.3% | -8.8% |
| 3Y | +18.7% | -15.3% | +34.0% | +18.2% |
| 5Y | +54.2% | -3.8% | +58.0% | +39.1% |
| All | +66.5% | +312.7% | -246.2% | -7.3% |
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