+298.9%
CDW vs DD
+97.1%
+201.7%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.4% |
| 7D | +9.3% | +5.0% | +4.4% | +7.2% |
| 30D | +14.4% | +19.7% | -5.3% | +5.9% |
| 3M | +21.4% | +7.2% | +14.2% | +17.6% |
| 6M | +72.8% | +1.0% | +71.8% | +70.1% |
| YTD | +28.0% | +29.1% | -1.1% | +11.7% |
| 1Y | +19.3% | +28.5% | -9.1% | +4.3% |
| 3Y | -15.3% | +89.4% | -104.8% | -40.3% |
| 5Y | -3.8% | +67.1% | -70.9% | -29.5% |
| All | +298.9% | +97.1% | +201.7% | +144.9% |
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