+415.6%
DLR vs CDW
+903.1%
-487.5%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.6% |
| 7D | +1.6% | +3.2% | -1.6% | +0.8% |
| 30D | -3.4% | +9.3% | -12.6% | -5.8% |
| 3M | +0.5% | +9.8% | -9.3% | -2.8% |
| 6M | +4.6% | +23.3% | -18.8% | -3.7% |
| YTD | +23.4% | +13.7% | +9.8% | +15.9% |
| 1Y | +19.0% | -6.5% | +25.5% | +18.0% |
| 3Y | +56.5% | -25.2% | +81.8% | +63.1% |
| 5Y | +33.3% | -19.5% | +52.8% | +34.0% |
| 10Y | +165.1% | +285.8% | -120.7% | +83.3% |
| All | +415.6% | +903.1% | -487.5% | +191.6% |
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