+458.5%
DAL vs CDW
+1,010.9%
-552.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +12.7% | -5.5% | +0.2% |
| 7D | +11.1% | +3.7% | +7.3% | +8.5% |
| 30D | +7.7% | +26.0% | -18.3% | -5.7% |
| 3M | -3.5% | +10.1% | -13.6% | -10.6% |
| 6M | +31.3% | +26.1% | +5.3% | +7.3% |
| YTD | +30.0% | +25.9% | +4.1% | +5.0% |
| 1Y | +62.1% | +21.5% | +40.5% | +34.1% |
| 3Y | +176.6% | -15.7% | +192.4% | +180.7% |
| 5Y | +126.2% | -2.3% | +128.5% | +105.6% |
| 10Y | +135.1% | +337.4% | -202.3% | -4.7% |
| All | +458.5% | +1,010.9% | -552.4% | +71.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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