+62.1%
PR vs CDW
+306.8%
-244.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -6.1% | +1.3% | -1.6% |
| 7D | -16.5% | -4.1% | -12.4% | -15.7% |
| 30D | -4.5% | +16.7% | -21.3% | -13.7% |
| 3M | +8.5% | +13.6% | -5.1% | -1.8% |
| 6M | -3.3% | +17.0% | -20.4% | -17.6% |
| YTD | +55.7% | +18.1% | +37.6% | +29.7% |
| 1Y | +82.0% | +10.5% | +71.6% | +57.5% |
| 3Y | +62.5% | -20.9% | +83.4% | +67.2% |
| 5Y | +223.9% | -9.3% | +233.2% | +195.8% |
| All | +62.1% | +306.8% | -244.7% | +34.2% |
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