+50.3%
O vs CDW
+263.0%
-212.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.2% | +4.8% | +1.0% |
| 7D | -0.6% | -3.9% | +3.3% | +0.5% |
| 30D | -2.0% | +6.9% | -8.8% | -4.1% |
| 3M | +3.0% | +7.7% | -4.7% | -0.1% |
| 6M | -3.6% | +18.3% | -22.0% | -11.1% |
| YTD | +12.1% | +7.8% | +4.3% | +6.1% |
| 1Y | +8.9% | -12.2% | +21.1% | +9.9% |
| 3Y | +30.3% | -28.9% | +59.3% | +37.1% |
| 5Y | +13.7% | -22.8% | +36.5% | +12.6% |
| 10Y | +50.3% | +266.1% | -215.8% | -8.7% |
| All | +50.3% | +263.0% | -212.7% | -8.7% |
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