+556.6%
PBR vs CDW
+316.1%
+240.5%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.2% | -4.7% | -3.4% |
| 7D | -9.1% | +2.6% | -11.7% | -10.1% |
| 30D | -29.9% | +20.4% | -50.3% | -35.6% |
| 3M | +2.3% | +28.5% | -26.2% | -9.4% |
| 6M | -10.9% | +70.6% | -81.5% | -31.9% |
| YTD | +56.9% | +29.1% | +27.8% | +32.7% |
| 1Y | +38.0% | +23.8% | +14.2% | +18.7% |
| 3Y | +64.8% | -14.5% | +79.3% | +61.6% |
| 5Y | +447.1% | -1.6% | +448.7% | +369.9% |
| All | +556.6% | +316.1% | +240.5% | +250.4% |
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