+863.2%
CDW vs DAR
+250.5%
+612.8%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.8% |
| 7D | +3.2% | +1.4% | +1.8% | +2.8% |
| 30D | +9.3% | +12.8% | -3.5% | +5.6% |
| 3M | +9.8% | +7.4% | +2.4% | +7.2% |
| 6M | +23.3% | +22.3% | +1.1% | +16.2% |
| YTD | +13.7% | +81.1% | -67.4% | -3.9% |
| 1Y | -6.5% | +106.5% | -113.0% | -24.2% |
| 3Y | -25.2% | +5.3% | -30.5% | -29.8% |
| 5Y | -19.5% | -11.5% | -7.9% | -23.1% |
| 10Y | +285.8% | +353.3% | -67.5% | +123.2% |
| All | +863.2% | +250.5% | +612.8% | +489.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling