+632.4%
GEV vs CDW
-37.5%
+670.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +7.8% | -4.2% | +2.0% |
| 7D | +1.6% | +0.9% | +0.7% | +1.3% |
| 30D | -7.9% | +13.1% | -21.0% | -10.5% |
| 3M | +5.6% | +19.7% | -14.0% | +0.3% |
| 6M | +13.1% | +30.7% | -17.7% | +1.1% |
| YTD | +46.7% | +14.7% | +32.0% | +38.2% |
| 1Y | +51.3% | -5.3% | +56.6% | +58.1% |
| All | +632.4% | -37.5% | +670.0% | +709.8% |
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