+4.8%
DASH vs CDW
+36.8%
-32.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +12.7% | -4.3% | +1.6% |
| 7D | +17.2% | +3.7% | +13.4% | +14.5% |
| 30D | +3.6% | +26.0% | -22.5% | -8.9% |
| 3M | -1.9% | +10.1% | -12.0% | -8.6% |
| 6M | +15.1% | +26.1% | -11.0% | -4.8% |
| YTD | -12.3% | +25.9% | -38.2% | -28.3% |
| 1Y | -17.2% | +21.5% | -38.8% | -30.7% |
| 3Y | +114.7% | -15.7% | +130.5% | +115.5% |
| 5Y | -4.3% | -2.3% | -2.0% | -18.6% |
| All | +4.8% | +36.8% | -32.0% | -25.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling