+892.4%
CDW vs DD
+247.6%
+644.8%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -1.3% |
| 7D | +2.1% | +4.6% | -2.5% | 0.0% |
| 30D | +14.7% | +11.8% | +3.0% | +9.5% |
| 3M | +11.1% | +2.2% | +9.0% | +9.8% |
| 6M | +45.6% | -1.6% | +47.2% | +44.6% |
| YTD | +17.1% | +23.0% | -5.9% | +4.8% |
| 1Y | +13.2% | +26.9% | -13.8% | -0.1% |
| 3Y | -22.2% | +77.9% | -100.1% | -42.6% |
| 5Y | -10.1% | +59.9% | -70.0% | -31.7% |
| 10Y | +307.0% | +90.1% | +216.9% | +155.3% |
| All | +892.4% | +247.6% | +644.8% | +386.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling