-9.5%
DASH vs CDW
+39.2%
-48.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | 0.0% | -0.3% |
| 7D | -4.5% | +9.3% | -13.9% | -9.1% |
| 30D | -6.8% | +14.4% | -21.2% | -13.5% |
| 3M | -20.7% | +21.4% | -42.1% | -29.6% |
| 6M | +15.1% | +72.8% | -57.7% | -19.4% |
| YTD | -24.3% | +28.0% | -52.3% | -38.6% |
| 1Y | -12.1% | +19.3% | -31.5% | -25.4% |
| 3Y | +91.1% | -15.3% | +106.4% | +92.4% |
| 5Y | -30.3% | -3.8% | -26.5% | -39.9% |
| All | -9.5% | +39.2% | -48.7% | -35.9% |
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