-50.0%
TE vs CDW
+9.2%
-59.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.5% | -1.5% | -2.5% |
| 7D | +15.0% | -4.2% | +19.2% | +16.4% |
| 30D | -7.5% | +4.9% | -12.4% | -9.2% |
| 3M | -42.0% | +7.3% | -49.3% | -44.7% |
| 6M | -31.4% | +19.2% | -50.6% | -38.8% |
| YTD | -26.5% | +6.2% | -32.7% | -31.7% |
| 1Y | +153.1% | -14.0% | +167.1% | +156.2% |
| 3Y | -20.7% | -30.0% | +9.3% | -10.9% |
| 5Y | -45.4% | -23.6% | -21.9% | -41.7% |
| All | -50.0% | +9.2% | -59.2% | -46.9% |
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