+307.8%
SPY vs CDW
+312.7%
-4.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.1% |
| 7D | +2.6% | +9.3% | -6.7% | -0.6% |
| 30D | -2.0% | +14.4% | -16.3% | -6.9% |
| 3M | -2.8% | +21.4% | -24.2% | -10.4% |
| 6M | +2.1% | +72.8% | -70.7% | -19.1% |
| YTD | +11.5% | +28.0% | -16.5% | -3.1% |
| 1Y | +13.5% | +19.3% | -5.9% | +1.5% |
| 3Y | +77.7% | -15.3% | +93.0% | +78.1% |
| 5Y | +72.6% | -3.8% | +76.4% | +59.8% |
| All | +307.8% | +312.7% | -4.8% | +138.0% |
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