+183.0%
DLR vs CDW
+316.1%
-133.1%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.1% | -0.4% |
| 7D | -2.0% | +2.6% | -4.6% | -2.7% |
| 30D | +0.5% | +20.4% | -19.9% | -4.5% |
| 3M | -4.4% | +28.5% | -32.9% | -11.2% |
| 6M | -6.4% | +70.6% | -77.1% | -21.0% |
| YTD | +19.5% | +29.1% | -9.6% | +7.6% |
| 1Y | +10.5% | +23.8% | -13.3% | +0.8% |
| 3Y | +54.0% | -14.5% | +68.5% | +54.6% |
| 5Y | +39.7% | -1.6% | +41.3% | +32.5% |
| All | +183.0% | +316.1% | -133.1% | +121.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling