+196.7%
EXC vs CDW
+312.7%
-116.0%
-40.0%
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% | +1.5% |
| 7D | +1.4% | +9.3% | -8.0% | -0.7% |
| 30D | +8.6% | +14.4% | -5.8% | +4.9% |
| 3M | +2.4% | +21.4% | -19.0% | -2.9% |
| 6M | +6.5% | +72.8% | -66.3% | -8.7% |
| YTD | +9.0% | +28.0% | -19.0% | -0.4% |
| 1Y | +4.6% | +19.3% | -14.8% | -2.7% |
| 3Y | +33.5% | -15.3% | +48.8% | +32.8% |
| 5Y | +41.4% | -3.8% | +45.2% | +30.6% |
| All | +196.7% | +312.7% | -116.0% | +107.0% |
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