-22.8%
CDW vs DTE
+35.6%
-58.4%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.9% | -6.1% | -5.4% |
| 7D | -3.9% | +0.9% | -4.8% | -4.1% |
| 30D | +6.9% | -1.9% | +8.8% | +7.4% |
| 3M | +7.7% | -3.3% | +11.0% | +8.7% |
| 6M | +18.3% | -7.1% | +25.4% | +20.6% |
| YTD | +7.8% | +8.1% | -0.3% | +4.4% |
| 1Y | -12.2% | +5.3% | -17.4% | -14.3% |
| 3Y | -28.9% | +48.2% | -77.1% | -39.8% |
| 5Y | -22.8% | +33.2% | -56.0% | -33.0% |
| All | -22.8% | +35.6% | -58.4% | -33.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling