-86.9%
OPEN vs CDW
+53.3%
-140.3%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.8% | -4.1% | -3.2% |
| 7D | -21.7% | +9.3% | -31.0% | -26.7% |
| 30D | -36.5% | +15.8% | -52.3% | -43.3% |
| 3M | -59.5% | +21.8% | -81.3% | -65.9% |
| 6M | -71.9% | +58.8% | -130.6% | -82.0% |
| YTD | -75.8% | +22.8% | -98.6% | -81.6% |
| 1Y | -78.5% | +17.9% | -96.4% | -82.8% |
| 3Y | -30.2% | -17.4% | -12.8% | -22.9% |
| 5Y | -93.3% | -5.7% | -87.6% | -93.3% |
| All | -86.9% | +53.3% | -140.3% | -90.0% |
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