+2,192.7%
MSCI vs CDW
+942.7%
+1,250.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -6.1% | +3.4% | -0.1% |
| 7D | +6.0% | -4.1% | +10.2% | +7.5% |
| 30D | +18.2% | +16.7% | +1.5% | +10.0% |
| 3M | +15.1% | +13.6% | +1.5% | +7.4% |
| 6M | +13.7% | +17.0% | -3.3% | +1.4% |
| YTD | +15.6% | +18.1% | -2.5% | +1.6% |
| 1Y | +16.3% | +10.5% | +5.9% | +5.3% |
| 3Y | +36.9% | -20.9% | +57.8% | +39.7% |
| 5Y | +6.3% | -9.3% | +15.6% | +0.3% |
| 10Y | +823.0% | +310.6% | +512.4% | +369.1% |
| All | +2,192.7% | +942.7% | +1,250.1% | +885.5% |
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 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