+5,892.0%
FIX vs CDW
+283.9%
+5,608.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +2.4% |
| 7D | +6.0% | +3.2% | +2.9% | +4.4% |
| 30D | -7.2% | +9.3% | -16.5% | -11.8% |
| 3M | -15.9% | +9.8% | -25.6% | -21.6% |
| 6M | +12.7% | +23.3% | -10.6% | -5.3% |
| YTD | +72.8% | +13.7% | +59.1% | +49.7% |
| 1Y | +122.9% | -6.5% | +129.4% | +116.0% |
| 3Y | +774.3% | -25.2% | +799.6% | +855.2% |
| 5Y | +2,049.5% | -19.5% | +2,069.0% | +2,096.7% |
| All | +5,892.0% | +283.9% | +5,608.0% | +2,831.8% |
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