+26.8%
PL vs CDW
-7.6%
+34.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -0.9% | +11.3% | +10.7% |
| 7D | -6.8% | +2.1% | -8.9% | -8.1% |
| 30D | -29.3% | +14.7% | -44.0% | -33.8% |
| 3M | -44.8% | +11.1% | -55.9% | -48.3% |
| 6M | -68.4% | +45.6% | -114.0% | -74.7% |
| YTD | -36.4% | +17.1% | -53.5% | -45.2% |
| 1Y | +0.7% | +13.2% | -12.4% | -11.5% |
| 3Y | +455.3% | -22.2% | +477.5% | +517.4% |
| 5Y | +22.7% | -10.1% | +32.8% | +19.2% |
| All | +26.8% | -7.6% | +34.4% | +22.8% |
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