+96.4%
DE vs CDW
-22.8%
+119.1%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.2% | +3.3% | -0.5% |
| 7D | +0.7% | -3.9% | +4.6% | +1.7% |
| 30D | +9.6% | +6.9% | +2.8% | +7.3% |
| 3M | +19.0% | +7.7% | +11.3% | +15.3% |
| 6M | +16.1% | +18.3% | -2.3% | +6.4% |
| YTD | +47.0% | +7.8% | +39.3% | +39.2% |
| 1Y | +43.1% | -12.2% | +55.3% | +46.0% |
| 3Y | +77.5% | -28.9% | +106.4% | +90.7% |
| 5Y | +96.4% | -22.8% | +119.1% | +95.2% |
| All | +96.4% | -22.8% | +119.1% | +95.2% |
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