+18.1%
DE vs CDW
+68.4%
-50.4%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.2% | -1.6% | +0.6% |
| 7D | +2.3% | +2.6% | -0.3% | +2.2% |
| 30D | +9.3% | +20.4% | -11.0% | +9.5% |
| 3M | +12.2% | +28.5% | -16.3% | +13.0% |
| 6M | +18.1% | +70.6% | -52.5% | +20.1% |
| All | +18.1% | +68.4% | -50.4% | +20.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling