-26.3%
U vs CDW
+59.3%
-85.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.9% | -5.0% | -4.0% |
| 7D | +24.4% | +13.1% | +11.3% | +13.1% |
| 30D | +7.4% | +19.1% | -11.7% | -6.1% |
| 3M | +16.8% | +24.7% | -7.9% | -2.4% |
| 6M | +78.8% | +63.4% | +15.4% | +19.3% |
| YTD | +14.0% | +26.3% | -12.3% | -11.0% |
| 1Y | +16.7% | +20.6% | -3.9% | -5.3% |
| 3Y | +86.4% | -16.3% | +102.7% | +96.1% |
| 5Y | -71.5% | -3.9% | -67.5% | -74.1% |
| All | -26.3% | +59.3% | -85.7% | -34.8% |
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