+686.6%
P vs CDW
+303.2%
+383.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.9% | +4.4% | +4.1% |
| 7D | -23.8% | +2.1% | -25.9% | -25.3% |
| 30D | -36.6% | +14.7% | -51.4% | -42.8% |
| 3M | +10.9% | +11.1% | -0.2% | +0.1% |
| 6M | +30.0% | +45.6% | -15.6% | -5.9% |
| YTD | +44.4% | +17.1% | +27.3% | +16.8% |
| 1Y | +3.9% | +13.2% | -9.2% | -13.4% |
| 3Y | +176.6% | -22.2% | +198.8% | +200.5% |
| 5Y | +249.3% | -10.1% | +259.4% | +233.7% |
| All | +686.6% | +303.2% | +383.4% | +216.2% |
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