-5.2%
DASH vs CDW
+27.3%
-32.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.7% | +0.3% |
| 7D | +0.4% | +2.1% | -1.7% | -0.7% |
| 30D | -6.0% | +14.7% | -20.8% | -13.0% |
| 3M | -15.8% | +11.1% | -26.9% | -21.6% |
| 6M | +7.0% | +45.6% | -38.6% | -17.3% |
| YTD | -20.7% | +17.1% | -37.8% | -32.5% |
| 1Y | -8.5% | +13.2% | -21.7% | -20.6% |
| 3Y | +101.8% | -22.2% | +124.0% | +112.5% |
| 5Y | -9.6% | -10.1% | +0.5% | -19.3% |
| All | -5.2% | +27.3% | -32.5% | -29.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling