+961.7%
DE vs CDW
+903.1%
+58.5%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.2% |
| 7D | +10.0% | +3.2% | +6.9% | +8.7% |
| 30D | +13.3% | +9.3% | +4.0% | +9.0% |
| 3M | +17.5% | +9.8% | +7.7% | +11.6% |
| 6M | +13.6% | +23.3% | -9.8% | +0.1% |
| YTD | +49.8% | +13.7% | +36.1% | +36.2% |
| 1Y | +47.9% | -6.5% | +54.3% | +45.1% |
| 3Y | +72.5% | -25.2% | +97.8% | +81.6% |
| 5Y | +90.2% | -19.5% | +109.7% | +89.3% |
| 10Y | +865.4% | +285.8% | +579.6% | +453.4% |
| All | +961.7% | +903.1% | +58.5% | +448.0% |
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