+266.1%
CDW vs DAR
+367.0%
-101.0%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +2.9% | -8.1% | -6.1% |
| 7D | -3.9% | -0.9% | -3.0% | -3.7% |
| 30D | +6.9% | +13.0% | -6.1% | +2.7% |
| 3M | +7.7% | +15.0% | -7.3% | +2.7% |
| 6M | +18.3% | +26.8% | -8.5% | +9.4% |
| YTD | +7.8% | +86.4% | -78.7% | -11.6% |
| 1Y | -12.2% | +115.1% | -127.3% | -31.5% |
| 3Y | -28.9% | +14.6% | -43.6% | -35.4% |
| 5Y | -22.8% | -8.8% | -14.0% | -27.3% |
| 10Y | +266.1% | +356.5% | -90.5% | +75.5% |
| All | +266.1% | +367.0% | -101.0% | +75.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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