-22.2%
CDW vs DAR
+11.9%
-34.0%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.7% |
| 7D | +2.1% | -9.9% | +12.0% | +3.7% |
| 30D | +14.7% | -16.4% | +31.1% | +17.8% |
| 3M | +11.1% | -17.1% | +28.2% | +13.8% |
| 6M | +45.6% | -20.5% | +66.1% | +49.9% |
| YTD | +17.1% | +39.4% | -22.3% | +9.6% |
| 1Y | +13.2% | +57.2% | -44.1% | +3.6% |
| 3Y | -22.2% | +13.9% | -36.1% | -28.0% |
| All | -22.2% | +11.9% | -34.0% | -28.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling