+340.0%
IR vs CDW
+220.1%
+119.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.9% | -4.1% | -2.5% |
| 7D | +1.5% | +13.1% | -11.5% | -4.7% |
| 30D | +9.0% | +19.1% | -10.1% | -0.9% |
| 3M | -0.9% | +24.7% | -25.6% | -13.0% |
| 6M | +13.4% | +63.4% | -49.9% | -15.9% |
| YTD | +8.5% | +26.3% | -17.9% | -10.5% |
| 1Y | +11.3% | +20.6% | -9.3% | -5.7% |
| 3Y | +26.0% | -16.3% | +42.3% | +27.7% |
| 5Y | +47.9% | -3.9% | +51.8% | +35.9% |
| All | +340.0% | +220.1% | +119.8% | +151.3% |
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