+70.5%
DOCN vs CDW
+7.8%
+62.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.9% | +3.4% | +3.0% |
| 7D | -19.2% | +2.1% | -21.2% | -20.7% |
| 30D | -43.1% | +14.7% | -57.8% | -48.2% |
| 3M | -40.7% | +11.1% | -51.8% | -46.2% |
| 6M | -55.0% | +45.6% | -100.6% | -67.5% |
| YTD | +50.6% | +17.1% | +33.5% | +22.4% |
| 1Y | +54.0% | +13.2% | +40.8% | +28.5% |
| 3Y | +203.9% | -22.2% | +226.1% | +228.0% |
| 5Y | -29.4% | -10.1% | -19.2% | -34.3% |
| All | +70.5% | +7.8% | +62.8% | +51.7% |
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