+1,604.6%
MOD vs CDW
+283.9%
+1,320.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.0% | +5.3% | +4.9% |
| 7D | +9.6% | +3.2% | +6.4% | +7.3% |
| 30D | 0.0% | +9.3% | -9.3% | -6.4% |
| 3M | -35.4% | +9.8% | -45.2% | -41.2% |
| 6M | -7.3% | +23.3% | -30.6% | -25.8% |
| YTD | +45.8% | +13.7% | +32.2% | +22.9% |
| 1Y | +43.1% | -6.5% | +49.6% | +39.4% |
| 3Y | +297.7% | -25.2% | +322.9% | +354.7% |
| 5Y | +1,478.8% | -19.5% | +1,498.2% | +1,580.6% |
| All | +1,604.6% | +283.9% | +1,320.6% | +473.9% |
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