+2,331.0%
LITE vs CDW
+283.9%
+2,047.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.0% | +5.0% | +4.6% |
| 7D | -1.5% | +3.2% | -4.7% | -3.6% |
| 30D | +6.7% | +9.3% | -2.6% | -0.1% |
| 3M | -6.8% | +9.8% | -16.5% | -14.7% |
| 6M | +29.4% | +23.3% | +6.1% | +5.7% |
| YTD | +139.1% | +13.7% | +125.4% | +103.7% |
| 1Y | +521.0% | -6.5% | +527.5% | +510.2% |
| 3Y | +1,535.3% | -25.2% | +1,560.5% | +1,758.4% |
| 5Y | +889.8% | -19.5% | +909.3% | +942.6% |
| All | +2,331.0% | +283.9% | +2,047.1% | +634.2% |
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