+119.3%
DG vs CDW
+325.6%
-206.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.8% | -2.7% | +1.2% |
| 7D | +0.7% | +9.3% | -8.6% | -1.2% |
| 30D | +7.4% | +15.8% | -8.4% | +4.1% |
| 3M | +8.5% | +21.8% | -13.3% | +3.8% |
| 6M | +21.9% | +58.8% | -36.9% | +9.8% |
| YTD | +4.9% | +22.8% | -17.8% | -1.4% |
| 1Y | +40.4% | +17.9% | +22.5% | +33.0% |
| 3Y | +23.5% | -17.4% | +40.9% | +24.1% |
| 5Y | -32.3% | -5.7% | -26.6% | -35.5% |
| 10Y | +119.3% | +319.5% | -200.2% | +51.5% |
| All | +119.3% | +325.6% | -206.3% | +51.5% |
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