+23.8%
CDW vs DRI
+36.0%
-12.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.1% | +2.2% |
| 7D | +2.6% | -0.7% | +3.3% | +2.7% |
| 30D | +20.4% | +14.7% | +5.7% | +17.9% |
| 3M | +28.5% | +5.4% | +23.0% | +26.2% |
| 6M | +70.6% | +18.8% | +51.8% | +63.5% |
| YTD | +29.1% | +28.4% | +0.7% | +18.9% |
| 1Y | +23.8% | +37.7% | -13.9% | +9.5% |
| All | +23.8% | +36.0% | -12.2% | +9.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling