-25.0%
CDW vs DRI
+53.9%
-78.9%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.9% |
| 7D | +3.2% | +0.6% | +2.6% | +3.0% |
| 30D | +9.3% | +3.8% | +5.4% | +7.6% |
| 3M | +9.8% | +13.0% | -3.2% | +4.8% |
| 6M | +23.3% | +8.3% | +15.0% | +19.0% |
| YTD | +13.7% | +20.6% | -7.0% | +5.0% |
| 1Y | -6.5% | +6.5% | -12.9% | -9.7% |
| All | -25.0% | +53.9% | -78.9% | -38.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling