+7.4%
DASH vs CDW
-19.1%
+26.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.0% | -3.6% | -4.1% |
| 7D | -10.6% | +3.2% | -13.7% | -12.1% |
| 30D | +2.2% | +9.3% | -7.1% | -3.3% |
| 3M | +32.3% | +9.8% | +22.5% | +23.1% |
| 6M | +19.1% | +23.3% | -4.2% | -0.4% |
| YTD | -6.5% | +13.7% | -20.2% | -18.2% |
| 1Y | -14.9% | -6.5% | -8.4% | -15.3% |
| 3Y | +151.9% | -25.2% | +177.2% | +174.7% |
| All | +7.4% | -19.1% | +26.5% | +0.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling