+301.5%
CDW vs DTE
+151.2%
+150.4%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | 0.0% |
| 7D | +9.1% | +3.2% | +5.9% | +7.6% |
| 30D | +13.7% | +8.5% | +5.2% | +9.7% |
| 3M | +27.0% | +1.3% | +25.7% | +26.3% |
| 6M | +75.9% | -0.7% | +76.6% | +75.9% |
| YTD | +28.9% | +10.6% | +18.2% | +21.9% |
| 1Y | +19.6% | +2.6% | +17.0% | +17.1% |
| 3Y | -14.6% | +56.5% | -71.1% | -33.6% |
| 5Y | -3.2% | +46.7% | -49.9% | -23.2% |
| All | +301.5% | +151.2% | +150.4% | +183.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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