+44.0%
DLTR vs CDW
+13.2%
+30.8%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +12.7% | -3.0% | +8.3% |
| 7D | +15.6% | +3.7% | +11.8% | +14.7% |
| 30D | +29.9% | +26.0% | +3.9% | +27.3% |
| 3M | +12.5% | +10.1% | +2.4% | +11.3% |
| 6M | +56.3% | +26.1% | +30.2% | +50.2% |
| YTD | +19.5% | +25.9% | -6.4% | +16.5% |
| 1Y | +44.0% | +21.5% | +22.5% | +44.2% |
| All | +44.0% | +13.2% | +30.8% | +44.2% |
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 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