+77.5%
DE vs CDW
-29.2%
+106.7%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.2% | +3.3% | -1.0% |
| 7D | +0.7% | -3.9% | +4.6% | +1.3% |
| 30D | +9.6% | +6.9% | +2.8% | +8.2% |
| 3M | +19.0% | +7.7% | +11.3% | +16.8% |
| 6M | +16.1% | +18.3% | -2.3% | +9.5% |
| YTD | +47.0% | +7.8% | +39.3% | +42.1% |
| 1Y | +43.1% | -12.2% | +55.3% | +46.8% |
| 3Y | +77.5% | -28.9% | +106.4% | +84.8% |
| All | +77.5% | -29.2% | +106.7% | +84.8% |
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