+3,601.2%
FIX vs CDW
+315.4%
+3,285.8%
-53.3%
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 | +16.9% | +9.1% | +7.8% | +12.5% |
| 30D | -30.6% | +13.7% | -44.3% | -35.5% |
| 3M | -35.1% | +27.0% | -62.1% | -43.6% |
| 6M | -44.0% | +75.9% | -119.9% | -60.5% |
| YTD | +21.0% | +28.9% | -7.8% | -3.0% |
| 1Y | +16.2% | +19.6% | -3.5% | -2.5% |
| 3Y | +506.9% | -14.6% | +521.5% | +511.1% |
| 5Y | +1,051.1% | -3.2% | +1,054.2% | +951.4% |
| All | +3,601.2% | +315.4% | +3,285.8% | +1,590.9% |
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