+852.0%
MOD vs CDW
+306.8%
+545.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -6.1% | -1.1% | -3.6% |
| 7D | -34.2% | -4.1% | -30.0% | -34.1% |
| 30D | -51.9% | +16.7% | -68.6% | -57.9% |
| 3M | -53.0% | +13.6% | -66.6% | -58.6% |
| 6M | -66.4% | +17.0% | -83.4% | -72.8% |
| YTD | -31.5% | +18.1% | -49.7% | -45.7% |
| 1Y | -39.6% | +10.5% | -50.0% | -49.3% |
| 3Y | +116.8% | -20.9% | +137.7% | +129.7% |
| 5Y | +713.8% | -9.3% | +723.1% | +670.4% |
| All | +852.0% | +306.8% | +545.2% | +229.0% |
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