+68.3%
O vs CDW
+303.2%
-234.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.5% |
| 7D | +3.7% | +2.1% | +1.6% | +2.9% |
| 30D | +11.2% | +14.7% | -3.6% | +6.8% |
| 3M | -4.0% | +11.1% | -15.1% | -7.6% |
| 6M | -5.2% | +45.6% | -50.8% | -16.8% |
| YTD | +9.5% | +17.1% | -7.6% | +0.8% |
| 1Y | +10.6% | +13.2% | -2.6% | +2.8% |
| 3Y | +38.1% | -22.2% | +60.3% | +40.7% |
| 5Y | +10.2% | -10.1% | +20.3% | +3.3% |
| All | +68.3% | +303.2% | -234.9% | +15.6% |
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