+1,064.5%
MOD vs CDW
+312.7%
+751.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | -0.7% | +28.5% | +28.3% |
| 7D | +40.4% | +9.3% | +31.1% | +33.1% |
| 30D | -14.0% | +14.4% | -28.4% | -23.3% |
| 3M | -33.3% | +21.4% | -54.8% | -43.4% |
| 6M | -51.4% | +72.8% | -124.2% | -69.0% |
| YTD | +1.6% | +28.0% | -26.4% | -23.1% |
| 1Y | +5.4% | +19.3% | -14.0% | -15.6% |
| 3Y | +191.0% | -15.3% | +206.3% | +196.3% |
| 5Y | +1,093.1% | -3.8% | +1,096.9% | +993.1% |
| All | +1,064.5% | +312.7% | +751.8% | +389.3% |
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