+303.3%
LOW vs CDW
+329.6%
-26.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.9% | -3.0% | -1.2% |
| 7D | +8.7% | +13.1% | -4.4% | +3.5% |
| 30D | +25.5% | +19.1% | +6.3% | +16.8% |
| 3M | +6.6% | +24.7% | -18.1% | -3.4% |
| 6M | +2.4% | +63.4% | -60.9% | -18.9% |
| YTD | -1.7% | +26.3% | -28.1% | -15.4% |
| 1Y | +1.7% | +20.6% | -18.9% | -10.6% |
| 3Y | +26.6% | -16.3% | +42.9% | +27.5% |
| 5Y | +10.1% | -3.9% | +14.1% | +1.3% |
| 10Y | +303.3% | +331.5% | -28.2% | +126.6% |
| All | +303.3% | +329.6% | -26.3% | +126.6% |
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