-17.2%
DASH vs CDW
+13.2%
-30.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +12.7% | -4.3% | +5.6% |
| 7D | +17.2% | +3.7% | +13.4% | +15.9% |
| 30D | +3.6% | +26.0% | -22.5% | -1.2% |
| 3M | -1.9% | +10.1% | -12.0% | -4.3% |
| 6M | +15.1% | +26.1% | -11.0% | +6.3% |
| YTD | -12.3% | +25.9% | -38.2% | -17.4% |
| 1Y | -17.2% | +21.5% | -38.8% | -21.7% |
| All | -17.2% | +13.2% | -30.4% | -21.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling