+987.3%
NDAQ vs CDW
+903.1%
+84.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.5% |
| 7D | -2.4% | +3.2% | -5.6% | -3.4% |
| 30D | +2.5% | +9.3% | -6.8% | -0.8% |
| 3M | +9.9% | +9.8% | +0.1% | +5.5% |
| 6M | +9.4% | +23.3% | -13.9% | -1.0% |
| YTD | +0.4% | +13.7% | -13.2% | -6.9% |
| 1Y | +4.0% | -6.5% | +10.5% | +3.0% |
| 3Y | +94.4% | -25.2% | +119.6% | +103.9% |
| 5Y | +56.7% | -19.5% | +76.2% | +56.6% |
| 10Y | +375.3% | +285.8% | +89.5% | +183.5% |
| All | +987.3% | +903.1% | +84.2% | +452.2% |
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 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