+80.3%
DLTR vs CDW
+315.4%
-235.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -1.0% | -1.1% |
| 7D | +2.4% | +9.1% | -6.7% | -0.1% |
| 30D | +21.5% | +13.7% | +7.8% | +17.0% |
| 3M | +9.8% | +27.0% | -17.2% | +1.7% |
| 6M | +58.6% | +75.9% | -17.2% | +31.3% |
| YTD | +14.8% | +28.9% | -14.0% | +2.6% |
| 1Y | +33.0% | +19.6% | +13.4% | +22.0% |
| 3Y | +23.8% | -14.6% | +38.5% | +24.3% |
| 5Y | +24.9% | -3.2% | +28.1% | +17.6% |
| All | +80.3% | +315.4% | -235.1% | +14.8% |
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