+53.3%
DIA vs CDW
-10.5%
+63.8%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.2% |
| 7D | -0.9% | +2.1% | -3.0% | -1.6% |
| 30D | +0.3% | +14.7% | -14.5% | -3.3% |
| 3M | -4.5% | +11.1% | -15.6% | -7.6% |
| 6M | +3.4% | +45.6% | -42.2% | -8.1% |
| YTD | +7.8% | +17.1% | -9.3% | +0.4% |
| 1Y | +10.7% | +13.2% | -2.4% | +4.3% |
| 3Y | +57.5% | -22.2% | +79.7% | +62.8% |
| All | +53.3% | -10.5% | +63.8% | +41.2% |
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