+404.6%
DHI vs CDW
+300.6%
+104.0%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +7.8% | -6.1% | -1.6% |
| 7D | -3.4% | +0.9% | -4.3% | -3.9% |
| 30D | -5.4% | +13.1% | -18.5% | -10.8% |
| 3M | -10.4% | +19.7% | -30.1% | -18.6% |
| 6M | -2.8% | +30.7% | -33.5% | -17.9% |
| YTD | -3.4% | +14.7% | -18.1% | -13.5% |
| 1Y | -22.9% | -5.3% | -17.6% | -24.5% |
| 3Y | +20.7% | -23.8% | +44.5% | +27.9% |
| 5Y | +62.1% | -16.8% | +78.9% | +60.9% |
| All | +404.6% | +300.6% | +104.0% | +161.0% |
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