+538.0%
QQQ vs CDW
+338.4%
+199.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.2% | +0.1% | +1.5% |
| 7D | -0.2% | +2.6% | -2.8% | -1.2% |
| 30D | -7.5% | +20.4% | -27.9% | -14.5% |
| 3M | -3.8% | +28.5% | -32.3% | -14.1% |
| 6M | -3.0% | +70.6% | -73.6% | -24.8% |
| YTD | +12.8% | +29.1% | -16.3% | -4.1% |
| 1Y | +11.6% | +23.8% | -12.2% | -3.3% |
| 3Y | +85.6% | -14.5% | +100.0% | +85.7% |
| 5Y | +82.1% | -1.6% | +83.7% | +67.0% |
| 10Y | +538.0% | +322.0% | +216.0% | +256.5% |
| All | +538.0% | +338.4% | +199.5% | +256.5% |
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