-9.5%
DHR vs CDW
-2.4%
-7.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.9% | -2.5% | -0.4% |
| 7D | +2.6% | +13.1% | -10.5% | -1.2% |
| 30D | +7.4% | +19.1% | -11.7% | +1.6% |
| 3M | +13.0% | +24.7% | -11.8% | +4.6% |
| 6M | +38.5% | +63.4% | -24.9% | +14.3% |
| YTD | +3.8% | +26.3% | -22.6% | -7.6% |
| 1Y | +12.6% | +20.6% | -7.9% | +2.2% |
| 3Y | +22.0% | -16.3% | +38.3% | +23.9% |
| 5Y | -9.5% | -3.9% | -5.6% | -17.9% |
| All | -9.5% | -2.4% | -7.2% | -17.9% |
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