+46.3%
LYB vs CDW
+300.6%
-254.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +7.8% | -8.8% | -4.7% |
| 7D | +0.3% | +0.9% | -0.7% | -0.5% |
| 30D | +2.5% | +13.1% | -10.6% | -4.6% |
| 3M | +1.4% | +19.7% | -18.3% | -9.4% |
| 6M | -3.5% | +30.7% | -34.2% | -20.5% |
| YTD | +52.0% | +14.7% | +37.3% | +33.9% |
| 1Y | +22.1% | -5.3% | +27.4% | +19.4% |
| 3Y | -22.8% | -23.8% | +1.1% | -17.7% |
| 5Y | -3.4% | -16.8% | +13.5% | -5.6% |
| All | +46.3% | +300.6% | -254.3% | -19.6% |
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