+203.5%
DG vs CDW
+933.5%
-730.0%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.9% | -2.2% | -2.9% |
| 7D | +1.1% | +2.1% | -1.0% | +0.7% |
| 30D | +9.5% | +14.7% | -5.2% | +6.4% |
| 3M | +5.5% | +11.1% | -5.7% | +2.8% |
| 6M | +16.1% | +45.6% | -29.5% | +6.5% |
| YTD | +2.7% | +17.1% | -14.4% | -2.5% |
| 1Y | +42.1% | +13.2% | +28.9% | +35.9% |
| 3Y | +19.3% | -22.2% | +41.4% | +21.2% |
| 5Y | -35.3% | -10.1% | -25.2% | -37.6% |
| 10Y | +123.9% | +307.0% | -183.0% | +50.4% |
| All | +203.5% | +933.5% | -730.0% | +104.7% |
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