+78.4%
O vs CDW
+316.1%
-237.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.1% | -0.5% |
| 7D | +0.6% | +2.6% | -2.0% | -0.2% |
| 30D | +9.4% | +20.4% | -11.0% | +3.7% |
| 3M | -2.4% | +28.5% | -30.9% | -9.6% |
| 6M | -1.9% | +70.6% | -72.5% | -17.5% |
| YTD | +10.5% | +29.1% | -18.6% | -0.9% |
| 1Y | +10.0% | +23.8% | -13.8% | -0.1% |
| 3Y | +40.5% | -14.5% | +54.9% | +39.6% |
| 5Y | +10.2% | -1.6% | +11.8% | +0.9% |
| All | +78.4% | +316.1% | -237.7% | +27.6% |
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