+95.6%
F vs CDW
+283.9%
-188.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.9% |
| 7D | +5.3% | +3.2% | +2.2% | +3.8% |
| 30D | +4.6% | +9.3% | -4.7% | -0.1% |
| 3M | -3.7% | +9.8% | -13.5% | -9.2% |
| 6M | +16.8% | +23.3% | -6.5% | +0.3% |
| YTD | +15.3% | +13.7% | +1.6% | +2.4% |
| 1Y | +31.0% | -6.5% | +37.5% | +28.5% |
| 3Y | +45.4% | -25.2% | +70.7% | +56.4% |
| 5Y | +54.7% | -19.5% | +74.2% | +57.4% |
| All | +95.6% | +283.9% | -188.4% | +5.8% |
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