+107.3%
DG vs CDW
+263.0%
-155.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -5.2% | +1.2% | -3.0% |
| 7D | -2.5% | -3.9% | +1.4% | -1.7% |
| 30D | +1.0% | +6.9% | -5.9% | -0.5% |
| 3M | +20.3% | +7.7% | +12.6% | +18.0% |
| 6M | -11.7% | +18.3% | -30.1% | -15.9% |
| YTD | -2.3% | +7.8% | -10.1% | -5.5% |
| 1Y | +20.0% | -12.2% | +32.2% | +21.0% |
| 3Y | +7.2% | -28.9% | +36.2% | +11.5% |
| 5Y | -37.9% | -22.8% | -15.1% | -38.1% |
| 10Y | +107.3% | +266.1% | -158.8% | +37.4% |
| All | +107.3% | +263.0% | -155.7% | +37.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling