-12.2%
CDW vs DD
+37.3%
-49.4%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.2% | -5.0% | -5.2% |
| 7D | -3.9% | -0.6% | -3.3% | -3.9% |
| 30D | +6.9% | -7.4% | +14.3% | +7.0% |
| 3M | +7.7% | -6.4% | +14.1% | +7.7% |
| 6M | +18.3% | -2.5% | +20.8% | +16.3% |
| YTD | +7.8% | +10.2% | -2.5% | +3.7% |
| 1Y | -12.2% | +36.9% | -49.1% | -16.8% |
| All | -12.2% | +37.3% | -49.4% | -16.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling