+293.0%
CDW vs DRI
+367.2%
-74.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.5% |
| 7D | +2.1% | +2.8% | -0.7% | +1.2% |
| 30D | +14.7% | +13.3% | +1.5% | +9.6% |
| 3M | +11.1% | +8.2% | +2.9% | +7.5% |
| 6M | +45.6% | +17.5% | +28.0% | +35.7% |
| YTD | +17.1% | +26.9% | -9.8% | +5.3% |
| 1Y | +13.2% | +31.6% | -18.4% | +0.2% |
| 3Y | -22.2% | +67.0% | -89.1% | -38.2% |
| 5Y | -10.1% | +72.9% | -83.0% | -30.6% |
| All | +293.0% | +367.2% | -74.1% | +111.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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