+60.5%
DHI vs CDW
-23.6%
+84.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.2% | -2.6% | -2.5% |
| 7D | -6.1% | -7.4% | +1.2% | -3.5% |
| 30D | -10.1% | +5.8% | -15.9% | -12.3% |
| 3M | -7.3% | +10.8% | -18.1% | -12.2% |
| 6M | -6.1% | +21.5% | -27.6% | -17.2% |
| YTD | -5.0% | +6.4% | -11.4% | -11.2% |
| 1Y | -22.1% | -14.8% | -7.3% | -19.1% |
| 3Y | +19.2% | -29.9% | +49.1% | +32.3% |
| All | +60.5% | -23.6% | +84.0% | +56.2% |
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