+47.3%
DLR vs CDW
-21.8%
+69.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.1% |
| 7D | -3.6% | +2.1% | -5.7% | -3.9% |
| 30D | -3.5% | +14.7% | -18.2% | -5.4% |
| 3M | -8.9% | +11.1% | -20.0% | -10.5% |
| 6M | -11.6% | +45.6% | -57.2% | -17.5% |
| YTD | +14.9% | +17.1% | -2.2% | +10.6% |
| 1Y | +6.4% | +13.2% | -6.7% | +3.3% |
| 3Y | +47.3% | -22.2% | +69.5% | +47.0% |
| All | +47.3% | -21.8% | +69.0% | +47.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling