+17.1%
DLR vs CDW
+19.9%
-2.8%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.9% |
| 7D | +3.3% | +9.3% | -6.0% | +3.0% |
| 30D | +4.6% | +14.4% | -9.8% | +4.2% |
| 3M | -8.3% | +21.4% | -29.7% | -8.6% |
| 6M | -5.6% | +72.8% | -78.4% | -5.6% |
| YTD | +18.7% | +28.0% | -9.3% | +19.5% |
| 1Y | +17.1% | +19.3% | -2.3% | +19.9% |
| All | +17.1% | +19.9% | -2.8% | +19.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling