+151.5%
EXC vs CDW
+263.0%
-111.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.2% | +5.9% | +1.9% |
| 7D | +1.2% | -3.9% | +5.1% | +2.1% |
| 30D | -2.7% | +6.9% | -9.6% | -4.6% |
| 3M | -1.0% | +7.7% | -8.6% | -3.5% |
| 6M | -9.3% | +18.3% | -27.6% | -15.1% |
| YTD | +3.6% | +7.8% | -4.1% | -1.0% |
| 1Y | +5.9% | -12.2% | +18.1% | +6.8% |
| 3Y | +21.3% | -28.9% | +50.2% | +26.3% |
| 5Y | +46.2% | -22.8% | +69.0% | +43.7% |
| 10Y | +151.5% | +266.1% | -114.6% | +54.0% |
| All | +151.5% | +263.0% | -111.5% | +54.0% |
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