+635.2%
DHI vs CDW
+837.2%
-202.0%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.9% |
| 7D | -2.3% | -4.2% | +1.9% | -0.6% |
| 30D | -5.3% | +4.9% | -10.1% | -7.6% |
| 3M | -7.8% | +7.3% | -15.1% | -11.9% |
| 6M | -5.4% | +19.2% | -24.5% | -16.3% |
| YTD | -2.7% | +6.2% | -8.9% | -9.7% |
| 1Y | -21.0% | -14.0% | -6.9% | -19.4% |
| 3Y | +22.2% | -30.0% | +52.2% | +33.9% |
| 5Y | +62.2% | -23.6% | +85.8% | +67.5% |
| 10Y | +414.3% | +269.4% | +144.9% | +168.6% |
| All | +635.2% | +837.2% | -202.0% | +259.2% |
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 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