+79.8%
F vs CDW
+303.2%
-223.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.3% |
| 7D | +1.6% | +2.1% | -0.5% | +0.1% |
| 30D | +2.6% | +14.7% | -12.1% | -4.5% |
| 3M | -8.8% | +11.1% | -19.9% | -14.5% |
| 6M | +4.6% | +45.6% | -41.0% | -15.7% |
| YTD | -1.9% | +17.1% | -19.0% | -15.0% |
| 1Y | -0.8% | +13.2% | -13.9% | -12.5% |
| 3Y | +43.5% | -22.2% | +65.7% | +49.8% |
| 5Y | -12.1% | -10.1% | -1.9% | -16.1% |
| All | +79.8% | +303.2% | -223.4% | +3.6% |
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