-3.2%
CDW vs DAR
-29.6%
+26.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.3% | -0.6% |
| 7D | +9.1% | +9.2% | -0.1% | +7.1% |
| 30D | +13.7% | -12.3% | +26.0% | +16.7% |
| 3M | +27.0% | -12.7% | +39.8% | +30.1% |
| 6M | +75.9% | -12.8% | +88.6% | +79.6% |
| YTD | +28.9% | +53.8% | -24.9% | +15.6% |
| 1Y | +19.6% | +60.3% | -40.7% | +6.1% |
| 3Y | -14.6% | +31.7% | -46.4% | -24.0% |
| 5Y | -3.2% | -27.7% | +24.6% | +2.9% |
| All | -3.2% | -29.6% | +26.5% | +2.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling