+1,903.0%
MSCI vs CDW
+903.1%
+999.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | +0.1% |
| 7D | +0.4% | +3.2% | -2.8% | -1.0% |
| 30D | +0.6% | +9.3% | -8.7% | -3.7% |
| 3M | -7.1% | +9.8% | -16.9% | -12.2% |
| 6M | +0.8% | +23.3% | -22.5% | -11.8% |
| YTD | +1.0% | +13.7% | -12.7% | -8.9% |
| 1Y | +4.3% | -6.5% | +10.8% | +2.4% |
| 3Y | +9.9% | -25.2% | +35.2% | +16.2% |
| 5Y | -6.8% | -19.5% | +12.7% | -6.2% |
| 10Y | +614.7% | +285.8% | +328.8% | +275.5% |
| All | +1,903.0% | +903.1% | +999.9% | +783.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling