+810.7%
MOD vs CDW
+315.4%
+495.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.4% | -0.4% |
| 7D | +16.1% | +9.1% | +7.0% | +10.2% |
| 30D | -38.5% | +13.7% | -52.2% | -44.8% |
| 3M | -46.8% | +27.0% | -73.9% | -56.1% |
| 6M | -61.6% | +75.9% | -137.5% | -75.8% |
| YTD | -20.5% | +28.9% | -49.4% | -40.1% |
| 1Y | -28.0% | +19.6% | -47.6% | -42.3% |
| 3Y | +134.9% | -14.6% | +149.6% | +138.3% |
| 5Y | +833.2% | -3.2% | +836.3% | +752.3% |
| All | +810.7% | +315.4% | +495.3% | +281.5% |
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