+107.3%
PR vs CDW
+283.9%
-176.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.0% |
| 7D | +2.9% | +3.2% | -0.3% | +1.1% |
| 30D | +18.0% | +9.3% | +8.8% | +11.4% |
| 3M | +16.9% | +9.8% | +7.1% | +8.3% |
| 6M | +28.2% | +23.3% | +4.9% | +7.0% |
| YTD | +69.3% | +13.7% | +55.7% | +47.3% |
| 1Y | +69.5% | -6.5% | +76.0% | +65.4% |
| 3Y | +81.7% | -25.2% | +106.9% | +96.9% |
| 5Y | +422.2% | -19.5% | +441.7% | +426.4% |
| All | +107.3% | +283.9% | -176.6% | +54.1% |
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