-34.6%
DG vs CDW
-19.1%
-15.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.7% |
| 7D | +8.4% | +3.2% | +5.2% | +7.8% |
| 30D | +4.9% | +9.3% | -4.3% | +3.3% |
| 3M | +29.3% | +9.8% | +19.5% | +26.8% |
| 6M | -11.3% | +23.3% | -34.6% | -15.4% |
| YTD | +1.8% | +13.7% | -11.9% | -1.9% |
| 1Y | +25.3% | -6.5% | +31.8% | +24.6% |
| 3Y | +9.1% | -25.2% | +34.3% | +12.2% |
| All | -34.6% | -19.1% | -15.5% | -39.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling