+346.5%
RF vs CDW
+283.9%
+62.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.5% |
| 7D | +1.3% | +3.2% | -1.9% | -0.4% |
| 30D | -3.6% | +9.3% | -12.9% | -8.8% |
| 3M | +8.1% | +9.8% | -1.7% | +0.6% |
| 6M | +11.5% | +23.3% | -11.9% | -6.7% |
| YTD | +15.6% | +13.7% | +1.9% | +0.8% |
| 1Y | +15.7% | -6.5% | +22.2% | +12.8% |
| 3Y | +86.9% | -25.2% | +112.1% | +102.5% |
| 5Y | +89.8% | -19.5% | +109.3% | +89.2% |
| All | +346.5% | +283.9% | +62.6% | +85.4% |
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