+319.5%
CDW vs DAR
+288.2%
+31.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +4.7% | +0.2% | +3.5% |
| 7D | +9.3% | -2.8% | +12.1% | +10.2% |
| 30D | +15.8% | -12.8% | +28.6% | +20.2% |
| 3M | +21.8% | -11.6% | +33.4% | +25.2% |
| 6M | +58.8% | -16.8% | +75.5% | +65.7% |
| YTD | +22.8% | +45.9% | -23.1% | +7.8% |
| 1Y | +17.9% | +61.5% | -43.6% | +0.2% |
| 3Y | -17.4% | +23.0% | -40.4% | -27.7% |
| 5Y | -5.7% | -35.8% | +30.1% | -0.8% |
| 10Y | +319.5% | +280.4% | +39.1% | +113.1% |
| All | +319.5% | +288.2% | +31.2% | +113.1% |
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