+594.1%
XYZ vs CDW
+316.1%
+278.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.0% | -1.4% |
| 7D | -2.2% | +2.6% | -4.7% | -4.2% |
| 30D | +11.6% | +20.4% | -8.8% | -2.7% |
| 3M | +8.4% | +28.5% | -20.1% | -11.2% |
| 6M | +17.2% | +70.6% | -53.5% | -25.6% |
| YTD | +31.7% | +29.1% | +2.6% | -0.7% |
| 1Y | +30.1% | +23.8% | +6.3% | +1.1% |
| 3Y | +66.4% | -14.5% | +80.9% | +69.3% |
| 5Y | -62.2% | -1.6% | -60.6% | -65.0% |
| All | +594.1% | +316.1% | +278.0% | +156.3% |
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