+816.0%
DHR vs CDW
+1,039.4%
-223.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.5% | -1.0% |
| 7D | +0.2% | +2.6% | -2.4% | -0.6% |
| 30D | +6.4% | +20.4% | -14.0% | +0.2% |
| 3M | +13.6% | +28.5% | -14.8% | +4.1% |
| 6M | +41.9% | +70.6% | -28.8% | +16.5% |
| YTD | +3.4% | +29.1% | -25.7% | -8.3% |
| 1Y | +9.9% | +23.8% | -13.9% | -1.2% |
| 3Y | +21.6% | -14.5% | +36.0% | +21.3% |
| 5Y | -10.6% | -1.6% | -9.0% | -16.1% |
| 10Y | +245.2% | +322.0% | -76.8% | +112.0% |
| All | +816.0% | +1,039.4% | -223.3% | +408.5% |
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