+25.8%
DLTR vs CDW
-14.4%
+40.3%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -1.0% | -1.1% |
| 7D | +2.4% | +9.1% | -6.7% | +0.7% |
| 30D | +21.5% | +13.7% | +7.8% | +18.5% |
| 3M | +9.8% | +27.0% | -17.2% | +4.8% |
| 6M | +58.6% | +75.9% | -17.2% | +40.6% |
| YTD | +14.8% | +28.9% | -14.0% | +6.8% |
| 1Y | +33.0% | +19.6% | +13.4% | +26.6% |
| All | +25.8% | -14.4% | +40.3% | +20.5% |
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