-3.2%
CDW vs DRI
+78.5%
-81.7%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | 0.0% |
| 7D | +9.1% | -0.3% | +9.4% | +9.3% |
| 30D | +13.7% | +10.8% | +2.9% | +9.2% |
| 3M | +27.0% | +0.9% | +26.1% | +26.2% |
| 6M | +75.9% | +16.3% | +59.6% | +63.7% |
| YTD | +28.9% | +27.8% | +1.1% | +13.9% |
| 1Y | +19.6% | +33.9% | -14.2% | +3.3% |
| 3Y | -14.6% | +67.2% | -81.8% | -35.3% |
| 5Y | -3.2% | +79.0% | -82.1% | -30.6% |
| All | -3.2% | +78.5% | -81.7% | -30.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling