+350.8%
PSX vs CDW
+316.1%
+34.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.2% | +1.0% | +2.3% |
| 7D | -0.4% | +2.6% | -2.9% | -1.4% |
| 30D | -8.1% | +20.4% | -28.5% | -15.8% |
| 3M | +15.9% | +28.5% | -12.6% | +2.2% |
| 6M | +49.4% | +70.6% | -21.2% | +13.3% |
| YTD | +104.7% | +29.1% | +75.6% | +72.8% |
| 1Y | +89.1% | +23.8% | +65.3% | +62.7% |
| 3Y | +151.7% | -14.5% | +166.2% | +151.5% |
| 5Y | +298.3% | -1.6% | +299.9% | +255.6% |
| All | +350.8% | +316.1% | +34.7% | +142.8% |
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