+652.6%
P vs CDW
+329.6%
+323.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.9% | -3.7% | -2.7% |
| 7D | -13.3% | +13.1% | -26.4% | -20.6% |
| 30D | -34.0% | +19.1% | -53.1% | -41.8% |
| 3M | +4.1% | +24.7% | -20.6% | -12.9% |
| 6M | +30.5% | +63.4% | -32.9% | -12.5% |
| YTD | +52.2% | +26.3% | +25.9% | +17.1% |
| 1Y | +10.3% | +20.6% | -10.3% | -11.7% |
| 3Y | +180.9% | -16.3% | +197.2% | +191.0% |
| 5Y | +259.7% | -3.9% | +263.6% | +229.4% |
| 10Y | +652.6% | +331.5% | +321.1% | +174.7% |
| All | +652.6% | +329.6% | +323.0% | +174.7% |
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