+638.0%
XYZ vs CDW
+325.6%
+312.4%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.8% | -1.2% | +0.1% |
| 7D | +14.9% | +9.3% | +5.6% | +8.1% |
| 30D | +14.7% | +15.8% | -1.1% | +2.9% |
| 3M | +12.1% | +21.8% | -9.7% | -4.4% |
| 6M | +18.3% | +58.8% | -40.5% | -20.6% |
| YTD | +36.1% | +22.8% | +13.3% | +6.5% |
| 1Y | +35.3% | +17.9% | +17.4% | +9.1% |
| 3Y | +73.5% | -17.4% | +90.9% | +80.7% |
| 5Y | -61.6% | -5.7% | -55.9% | -63.4% |
| 10Y | +638.0% | +319.5% | +318.5% | +165.6% |
| All | +638.0% | +325.6% | +312.4% | +165.6% |
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