+370.1%
PSX vs CDW
+263.0%
+107.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.2% | +6.8% | +3.8% |
| 7D | +2.8% | -3.9% | +6.7% | +4.4% |
| 30D | +27.8% | +6.9% | +20.9% | +23.3% |
| 3M | +42.0% | +7.7% | +34.3% | +35.0% |
| 6M | +58.1% | +18.3% | +39.8% | +40.4% |
| YTD | +105.0% | +7.8% | +97.3% | +89.2% |
| 1Y | +104.9% | -12.2% | +117.1% | +107.5% |
| 3Y | +134.1% | -28.9% | +163.0% | +155.7% |
| 5Y | +363.8% | -22.8% | +386.6% | +368.0% |
| 10Y | +370.1% | +266.1% | +104.0% | +159.2% |
| All | +370.1% | +263.0% | +107.1% | +159.2% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling