+994.1%
CDW vs DTE
+285.5%
+708.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.7% | +2.0% |
| 7D | +2.6% | +1.6% | +1.0% | +2.0% |
| 30D | +20.4% | +9.1% | +11.3% | +16.2% |
| 3M | +28.5% | +2.4% | +26.0% | +27.2% |
| 6M | +70.6% | -0.2% | +70.8% | +70.3% |
| YTD | +29.1% | +11.0% | +18.1% | +22.5% |
| 1Y | +23.8% | +3.4% | +20.4% | +21.1% |
| 3Y | -14.5% | +57.1% | -71.5% | -31.9% |
| 5Y | -1.6% | +46.6% | -48.1% | -19.9% |
| 10Y | +322.0% | +151.3% | +170.7% | +180.0% |
| All | +994.1% | +285.5% | +708.6% | +537.2% |
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