+707.0%
DHR vs CDW
+903.1%
-196.1%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.3% |
| 7D | -3.9% | +3.2% | -7.1% | -4.9% |
| 30D | +4.0% | +9.3% | -5.3% | +0.8% |
| 3M | +11.5% | +9.8% | +1.7% | +7.0% |
| 6M | +1.9% | +23.3% | -21.5% | -7.6% |
| YTD | -8.9% | +13.7% | -22.6% | -15.4% |
| 1Y | +5.1% | -6.5% | +11.6% | +4.0% |
| 3Y | -10.3% | -25.2% | +15.0% | -6.1% |
| 5Y | -27.8% | -19.5% | -8.3% | -27.5% |
| 10Y | +203.6% | +285.8% | -82.2% | +93.5% |
| All | +707.0% | +903.1% | -196.1% | +369.3% |
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