-9.4%
DASH vs CDW
-8.7%
-0.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -6.1% | -3.3% | -6.2% |
| 7D | +0.5% | -4.1% | +4.6% | +2.6% |
| 30D | -7.1% | +16.7% | -23.8% | -14.5% |
| 3M | -13.2% | +13.6% | -26.8% | -20.0% |
| 6M | +8.3% | +17.0% | -8.7% | -6.0% |
| YTD | -20.6% | +18.1% | -38.7% | -32.4% |
| 1Y | -24.4% | +10.5% | -34.9% | -32.5% |
| 3Y | +94.5% | -20.9% | +115.4% | +101.9% |
| 5Y | -9.4% | -9.3% | -0.1% | -22.9% |
| All | -9.4% | -8.7% | -0.7% | -22.9% |
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 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