+2,006.3%
LLY vs CDW
+325.6%
+1,680.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +4.8% | -0.6% | +3.2% |
| 7D | +0.1% | +9.3% | -9.2% | -2.0% |
| 30D | +19.7% | +15.8% | +3.9% | +15.6% |
| 3M | +19.3% | +21.8% | -2.5% | +13.2% |
| 6M | +49.3% | +58.8% | -9.4% | +31.6% |
| YTD | +32.0% | +22.8% | +9.2% | +22.4% |
| 1Y | +53.7% | +17.9% | +35.8% | +43.9% |
| 3Y | +143.7% | -17.4% | +161.2% | +144.8% |
| 5Y | +463.9% | -5.7% | +469.6% | +435.5% |
| 10Y | +2,006.3% | +319.5% | +1,686.9% | +1,399.2% |
| All | +2,006.3% | +325.6% | +1,680.7% | +1,399.2% |
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