+45.2%
PL vs CDW
-3.1%
+48.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.5% | +4.8% | +9.7% | +12.5% |
| 7D | +10.9% | +9.3% | +1.6% | +6.6% |
| 30D | -16.4% | +15.8% | -32.1% | -21.7% |
| 3M | -39.9% | +21.8% | -61.7% | -45.8% |
| 6M | -63.2% | +58.8% | -122.0% | -71.5% |
| YTD | -27.1% | +22.8% | -49.9% | -38.3% |
| 1Y | +12.2% | +17.9% | -5.7% | -2.7% |
| 3Y | +584.3% | -17.4% | +601.7% | +642.0% |
| 5Y | +37.0% | -5.7% | +42.7% | +30.8% |
| All | +45.2% | -3.1% | +48.3% | +38.2% |
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