+102.1%
DASH vs CDW
-21.1%
+123.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -6.1% | -3.3% | -7.6% |
| 7D | +0.5% | -4.1% | +4.6% | +1.7% |
| 30D | -7.1% | +16.7% | -23.8% | -11.0% |
| 3M | -13.2% | +13.6% | -26.8% | -16.7% |
| 6M | +8.3% | +17.0% | -8.7% | +0.8% |
| YTD | -20.6% | +18.1% | -38.7% | -26.6% |
| 1Y | -24.4% | +10.5% | -34.9% | -28.2% |
| All | +102.1% | -21.1% | +123.1% | +87.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling