+676.1%
PBR vs CDW
+262.5%
+413.6%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +1.9% | +1.1% |
| 7D | +0.3% | -4.2% | +4.6% | +1.9% |
| 30D | +17.5% | +4.9% | +12.7% | +14.5% |
| 3M | +20.9% | +7.3% | +13.6% | +15.3% |
| 6M | +20.2% | +19.2% | +1.1% | +6.7% |
| YTD | +84.3% | +6.2% | +78.1% | +71.0% |
| 1Y | +77.1% | -14.0% | +91.1% | +80.6% |
| 3Y | +100.8% | -30.0% | +130.8% | +116.2% |
| 5Y | +556.1% | -23.6% | +579.7% | +541.3% |
| 10Y | +676.1% | +269.4% | +406.7% | +286.8% |
| All | +676.1% | +262.5% | +413.6% | +286.8% |
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