+153.0%
DASH vs CDW
-25.3%
+178.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.0% | -3.6% | -4.3% |
| 7D | -10.6% | +3.2% | -13.7% | -11.5% |
| 30D | +2.2% | +9.3% | -7.1% | -1.0% |
| 3M | +32.3% | +9.8% | +22.5% | +27.0% |
| 6M | +19.1% | +23.3% | -4.2% | +7.3% |
| YTD | -6.5% | +13.7% | -20.2% | -13.1% |
| 1Y | -14.9% | -6.5% | -8.4% | -14.2% |
| All | +153.0% | -25.3% | +178.4% | +122.7% |
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 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