+82.2%
PR vs CDW
+315.4%
-233.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.2% | +2.1% |
| 7D | +6.7% | +9.1% | -2.4% | +1.8% |
| 30D | -6.1% | +13.7% | -19.8% | -13.9% |
| 3M | +6.9% | +27.0% | -20.2% | -9.1% |
| 6M | +14.6% | +75.9% | -61.3% | -22.1% |
| YTD | +66.1% | +28.9% | +37.3% | +31.8% |
| 1Y | +77.0% | +19.6% | +57.4% | +47.0% |
| 3Y | +93.8% | -14.6% | +108.5% | +91.7% |
| 5Y | +268.2% | -3.2% | +271.4% | +225.5% |
| All | +82.2% | +315.4% | -233.2% | +34.7% |
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