+67.2%
F vs CDW
+315.4%
-248.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.2% | -2.7% | -2.8% |
| 7D | -3.9% | +9.1% | -13.0% | -7.7% |
| 30D | -0.5% | +13.7% | -14.2% | -6.9% |
| 3M | -12.9% | +27.0% | -39.9% | -23.2% |
| 6M | +1.5% | +75.9% | -74.3% | -25.2% |
| YTD | -5.0% | +28.9% | -33.9% | -21.3% |
| 1Y | -7.3% | +19.6% | -27.0% | -20.1% |
| 3Y | +45.3% | -14.6% | +59.9% | +45.3% |
| 5Y | -15.8% | -3.2% | -12.6% | -22.3% |
| All | +67.2% | +315.4% | -248.2% | -9.1% |
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