+376.0%
NDAQ vs CDW
+263.0%
+113.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -5.2% | +3.3% | -0.2% |
| 7D | -2.6% | -3.9% | +1.3% | -1.3% |
| 30D | +0.5% | +6.9% | -6.4% | -2.0% |
| 3M | +9.9% | +7.7% | +2.2% | +6.0% |
| 6M | +8.2% | +18.3% | -10.1% | -1.2% |
| YTD | -1.5% | +7.8% | -9.2% | -7.3% |
| 1Y | +1.3% | -12.2% | +13.5% | +2.6% |
| 3Y | +92.6% | -28.9% | +121.5% | +105.9% |
| 5Y | +53.8% | -22.8% | +76.6% | +55.4% |
| 10Y | +376.0% | +266.1% | +109.9% | +209.6% |
| All | +376.0% | +263.0% | +113.0% | +209.6% |
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