+29.8%
DLTR vs CDW
-23.8%
+53.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.5% | -3.1% | -4.2% |
| 7D | -10.2% | -4.2% | -6.0% | -9.2% |
| 30D | -8.5% | +4.9% | -13.3% | -9.8% |
| 3M | +5.6% | +7.3% | -1.7% | +2.8% |
| 6M | +2.2% | +19.2% | -17.0% | -5.7% |
| YTD | -3.8% | +6.2% | -9.9% | -8.2% |
| 1Y | +22.9% | -14.0% | +37.0% | +25.8% |
| 3Y | +2.0% | -30.0% | +32.0% | +9.2% |
| 5Y | +29.8% | -23.6% | +53.4% | +29.9% |
| All | +29.8% | -23.8% | +53.6% | +29.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling