+1,381.0%
NET vs CDW
+62.3%
+1,318.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +12.7% | -15.2% | -9.4% |
| 7D | -16.4% | +3.7% | -20.1% | -18.4% |
| 30D | -25.8% | +26.0% | -51.9% | -35.2% |
| 3M | -11.5% | +10.1% | -21.6% | -17.8% |
| 6M | +18.9% | +26.1% | -7.1% | +0.2% |
| YTD | +35.2% | +25.9% | +9.4% | +12.3% |
| 1Y | +14.5% | +21.5% | -7.1% | -3.1% |
| 3Y | +313.8% | -15.7% | +329.6% | +321.6% |
| 5Y | +32.6% | -2.3% | +34.9% | +25.6% |
| All | +1,381.0% | +62.3% | +1,318.7% | +1,088.4% |
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 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