-35.5%
DG vs CDW
-4.0%
-31.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.3% | -0.2% |
| 7D | +0.3% | +9.3% | -9.0% | -1.3% |
| 30D | +3.2% | +14.4% | -11.1% | +0.7% |
| 3M | +10.4% | +21.4% | -11.0% | +6.4% |
| 6M | +33.2% | +72.8% | -39.6% | +20.4% |
| YTD | +3.0% | +28.0% | -25.1% | -3.1% |
| 1Y | +31.2% | +19.3% | +11.9% | +25.0% |
| 3Y | +21.8% | -15.3% | +37.1% | +22.3% |
| All | -35.5% | -4.0% | -31.6% | -41.6% |
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 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