+14.8%
PL vs CDW
-6.8%
+21.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -6.1% | -4.0% | -7.7% |
| 7D | -20.5% | -4.1% | -16.4% | -19.4% |
| 30D | -38.8% | +16.7% | -55.5% | -43.1% |
| 3M | -49.1% | +13.6% | -62.7% | -52.8% |
| 6M | -69.4% | +17.0% | -86.4% | -73.1% |
| YTD | -42.3% | +18.1% | -60.5% | -50.5% |
| 1Y | -14.2% | +10.5% | -24.6% | -23.0% |
| 3Y | +398.7% | -20.9% | +419.6% | +449.9% |
| 5Y | +11.1% | -9.3% | +20.5% | +7.6% |
| All | +14.8% | -6.8% | +21.6% | +10.9% |
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