+197.7%
EXC vs CDW
+329.6%
-131.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.9% | -3.1% | -0.9% |
| 7D | +0.1% | +13.1% | -13.0% | -2.9% |
| 30D | +9.0% | +19.1% | -10.1% | +4.3% |
| 3M | +3.3% | +24.7% | -21.4% | -2.7% |
| 6M | +5.7% | +63.4% | -57.7% | -8.1% |
| YTD | +7.3% | +26.3% | -19.0% | -1.7% |
| 1Y | +2.9% | +20.6% | -17.7% | -4.6% |
| 3Y | +29.3% | -16.3% | +45.6% | +28.9% |
| 5Y | +40.1% | -3.9% | +44.0% | +29.1% |
| 10Y | +197.7% | +331.5% | -133.8% | +106.7% |
| All | +197.7% | +329.6% | -131.9% | +106.7% |
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