+58.8%
T vs CDW
+329.6%
-270.8%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.9% | -2.2% | +0.1% |
| 7D | +2.6% | +13.1% | -10.5% | -0.1% |
| 30D | -1.1% | +19.1% | -20.2% | -4.8% |
| 3M | -7.7% | +24.7% | -32.5% | -12.4% |
| 6M | -10.6% | +63.4% | -74.0% | -20.6% |
| YTD | -7.5% | +26.3% | -33.8% | -14.1% |
| 1Y | -7.4% | +20.6% | -28.0% | -13.1% |
| 3Y | +63.1% | -16.3% | +79.4% | +62.6% |
| 5Y | +55.2% | -3.9% | +59.1% | +44.5% |
| 10Y | +58.8% | +331.5% | -272.7% | +5.6% |
| All | +58.8% | +329.6% | -270.8% | +5.6% |
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