+906.4%
MOD vs CDW
+303.2%
+603.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.9% | +6.6% | +6.2% |
| 7D | -25.5% | +2.1% | -27.6% | -28.5% |
| 30D | -49.0% | +14.7% | -63.8% | -54.9% |
| 3M | -49.8% | +11.1% | -60.9% | -55.2% |
| 6M | -64.8% | +45.6% | -110.4% | -75.0% |
| YTD | -27.6% | +17.1% | -44.7% | -42.3% |
| 1Y | -35.2% | +13.2% | -48.4% | -46.7% |
| 3Y | +137.1% | -22.2% | +159.3% | +153.9% |
| 5Y | +760.3% | -10.1% | +770.4% | +718.4% |
| All | +906.4% | +303.2% | +603.2% | +249.5% |
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