+62.5%
T vs CDW
+312.7%
-250.2%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.1% |
| 7D | +2.5% | +9.3% | -6.8% | +0.7% |
| 30D | -3.8% | +14.4% | -18.1% | -6.6% |
| 3M | -8.7% | +21.4% | -30.2% | -12.9% |
| 6M | -8.1% | +72.8% | -80.9% | -19.4% |
| YTD | -6.4% | +28.0% | -34.5% | -13.4% |
| 1Y | -9.8% | +19.3% | -29.1% | -15.1% |
| 3Y | +65.5% | -15.3% | +80.8% | +64.7% |
| 5Y | +57.0% | -3.8% | +60.7% | +46.3% |
| All | +62.5% | +312.7% | -250.2% | +4.0% |
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