+266.1%
CDW vs DD
+69.4%
+196.7%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.2% | -5.0% | -5.1% |
| 7D | -3.9% | -0.6% | -3.3% | -3.7% |
| 30D | +6.9% | -7.4% | +14.3% | +10.3% |
| 3M | +7.7% | -6.4% | +14.1% | +10.0% |
| 6M | +18.3% | -2.5% | +20.8% | +17.2% |
| YTD | +7.8% | +10.2% | -2.5% | +0.7% |
| 1Y | -12.2% | +36.9% | -49.1% | -26.2% |
| 3Y | -28.9% | +47.0% | -76.0% | -44.0% |
| 5Y | -22.8% | +63.1% | -85.9% | -43.1% |
| 10Y | +266.1% | +68.2% | +197.9% | +136.2% |
| All | +266.1% | +69.4% | +196.7% | +136.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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