+961.5%
DE vs CDW
+1,039.4%
-77.9%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.2% | -1.6% | -0.2% |
| 7D | +2.3% | +2.6% | -0.3% | +1.2% |
| 30D | +9.3% | +20.4% | -11.0% | +1.6% |
| 3M | +12.2% | +28.5% | -16.3% | +0.7% |
| 6M | +18.1% | +70.6% | -52.5% | -7.2% |
| YTD | +49.8% | +29.1% | +20.7% | +28.6% |
| 1Y | +46.4% | +23.8% | +22.6% | +27.8% |
| 3Y | +92.5% | -14.5% | +107.0% | +91.0% |
| 5Y | +107.4% | -1.6% | +109.0% | +88.7% |
| 10Y | +784.1% | +322.0% | +462.1% | +382.9% |
| All | +961.5% | +1,039.4% | -77.9% | +417.6% |
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