+1,135.1%
NDAQ vs CDW
+1,039.4%
+95.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.5% | -1.0% |
| 7D | 0.0% | +2.6% | -2.6% | -0.9% |
| 30D | +16.3% | +20.4% | -4.1% | +9.1% |
| 3M | +15.8% | +28.5% | -12.6% | +5.7% |
| 6M | +24.8% | +70.6% | -45.8% | +2.0% |
| YTD | +14.1% | +29.1% | -15.0% | +0.8% |
| 1Y | +26.5% | +23.8% | +2.7% | +13.4% |
| 3Y | +119.1% | -14.5% | +133.6% | +118.5% |
| 5Y | +70.9% | -1.6% | +72.5% | +58.6% |
| 10Y | +479.7% | +322.0% | +157.7% | +233.1% |
| All | +1,135.1% | +1,039.4% | +95.7% | +497.4% |
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