+33.0%
DLTR vs CDW
+22.8%
+10.2%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -1.0% | -1.1% |
| 7D | +2.4% | +9.1% | -6.7% | +1.3% |
| 30D | +21.5% | +13.7% | +7.8% | +19.7% |
| 3M | +9.8% | +27.0% | -17.2% | +7.6% |
| 6M | +58.6% | +75.9% | -17.2% | +52.1% |
| YTD | +14.8% | +28.9% | -14.0% | +12.6% |
| 1Y | +33.0% | +19.6% | +13.4% | +39.1% |
| All | +33.0% | +22.8% | +10.2% | +39.1% |
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