+19.6%
CDW vs DD
+29.4%
-9.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.1% |
| 7D | +9.1% | +6.7% | +2.4% | +8.6% |
| 30D | +13.7% | +19.4% | -5.7% | +12.6% |
| 3M | +27.0% | +7.6% | +19.4% | +26.1% |
| 6M | +75.9% | +2.9% | +73.0% | +75.6% |
| YTD | +28.9% | +29.9% | -1.0% | +13.8% |
| 1Y | +19.6% | +28.6% | -9.0% | +6.4% |
| All | +19.6% | +29.4% | -9.8% | +6.4% |
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