+371.7%
TPR vs CDW
+338.4%
+33.3%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.2% | -3.9% | -2.8% |
| 7D | +6.4% | +2.6% | +3.8% | +4.6% |
| 30D | +13.8% | +20.4% | -6.6% | +2.2% |
| 3M | -16.6% | +28.5% | -45.1% | -28.9% |
| 6M | +0.7% | +70.6% | -69.9% | -29.4% |
| YTD | +5.3% | +29.1% | -23.8% | -16.7% |
| 1Y | +32.4% | +23.8% | +8.6% | +7.3% |
| 3Y | +406.4% | -14.5% | +420.9% | +398.4% |
| 5Y | +227.9% | -1.6% | +229.5% | +185.3% |
| 10Y | +371.7% | +322.0% | +49.7% | +113.8% |
| All | +371.7% | +338.4% | +33.3% | +113.8% |
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