+183.8%
EXC vs CDW
+325.6%
-141.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.8% | -4.8% | -1.0% |
| 7D | -1.7% | +9.3% | -11.0% | -3.9% |
| 30D | +9.3% | +15.8% | -6.5% | +5.3% |
| 3M | +1.0% | +21.8% | -20.7% | -4.4% |
| 6M | +5.9% | +58.8% | -52.8% | -7.2% |
| YTD | +7.6% | +22.8% | -15.1% | -0.8% |
| 1Y | +2.4% | +17.9% | -15.5% | -4.6% |
| 3Y | +30.2% | -17.4% | +47.7% | +30.0% |
| 5Y | +41.4% | -5.7% | +47.1% | +30.7% |
| 10Y | +183.8% | +319.5% | -135.7% | +90.1% |
| All | +183.8% | +325.6% | -141.9% | +90.1% |
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