+209.8%
RF vs CDW
+315.4%
-105.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | +0.4% | +9.1% | -8.7% | -4.1% |
| 30D | +5.6% | +13.7% | -8.1% | -2.1% |
| 3M | -8.9% | +27.0% | -35.9% | -21.4% |
| 6M | +7.1% | +75.9% | -68.8% | -25.4% |
| YTD | +8.3% | +28.9% | -20.6% | -12.8% |
| 1Y | +16.8% | +19.6% | -2.8% | -1.6% |
| 3Y | +115.0% | -14.6% | +129.6% | +113.8% |
| 5Y | +46.4% | -3.2% | +49.6% | +29.5% |
| All | +209.8% | +315.4% | -105.6% | +43.1% |
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