+307.3%
SPY vs CDW
+325.6%
-18.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.8% | -2.5% | +0.7% |
| 7D | +0.1% | +9.3% | -9.2% | -3.2% |
| 30D | -3.3% | +15.8% | -19.1% | -8.7% |
| 3M | -2.4% | +21.8% | -24.2% | -10.2% |
| 6M | +2.6% | +58.8% | -56.2% | -16.1% |
| YTD | +11.2% | +22.8% | -11.5% | -1.8% |
| 1Y | +13.4% | +17.9% | -4.5% | +1.7% |
| 3Y | +79.9% | -17.4% | +97.3% | +81.6% |
| 5Y | +72.2% | -5.7% | +77.9% | +60.4% |
| 10Y | +307.3% | +319.5% | -12.2% | +145.9% |
| All | +307.3% | +325.6% | -18.3% | +145.9% |
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