+849.3%
MSCI vs CDW
+316.1%
+533.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.5% | -0.3% |
| 7D | -1.9% | +2.6% | -4.5% | -3.1% |
| 30D | +16.5% | +20.4% | -3.9% | +6.5% |
| 3M | +18.2% | +28.5% | -10.3% | +3.9% |
| 6M | +14.0% | +70.6% | -56.6% | -14.4% |
| YTD | +16.6% | +29.1% | -12.5% | -2.5% |
| 1Y | +14.8% | +23.8% | -9.0% | -2.1% |
| 3Y | +33.3% | -14.5% | +47.7% | +31.7% |
| 5Y | +9.1% | -1.6% | +10.6% | -2.0% |
| All | +849.3% | +316.1% | +533.2% | +369.2% |
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