+345.8%
PSX vs CDW
+325.6%
+20.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +4.8% | -1.9% | +1.0% |
| 7D | -8.0% | +9.3% | -17.3% | -11.8% |
| 30D | -9.0% | +15.8% | -24.8% | -15.3% |
| 3M | +24.7% | +21.8% | +3.0% | +12.4% |
| 6M | +49.3% | +58.8% | -9.4% | +16.9% |
| YTD | +100.2% | +22.8% | +77.4% | +72.6% |
| 1Y | +88.8% | +17.9% | +70.9% | +65.8% |
| 3Y | +152.5% | -17.4% | +169.9% | +155.5% |
| 5Y | +283.2% | -5.7% | +288.9% | +248.1% |
| 10Y | +345.8% | +319.5% | +26.3% | +147.9% |
| All | +345.8% | +325.6% | +20.2% | +147.9% |
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