+863.2%
CDW vs DTE
+272.1%
+591.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.7% |
| 7D | +3.2% | +0.2% | +3.0% | +3.1% |
| 30D | +9.3% | -2.6% | +11.8% | +10.4% |
| 3M | +9.8% | -3.9% | +13.7% | +11.4% |
| 6M | +23.3% | -7.9% | +31.2% | +27.0% |
| YTD | +13.7% | +7.2% | +6.5% | +9.4% |
| 1Y | -6.5% | +3.1% | -9.6% | -8.6% |
| 3Y | -25.2% | +47.6% | -72.8% | -38.9% |
| 5Y | -19.5% | +32.7% | -52.2% | -31.6% |
| 10Y | +285.8% | +138.8% | +147.1% | +160.6% |
| All | +863.2% | +272.1% | +591.1% | +469.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling