+66.4%
DOCN vs CDW
+8.7%
+57.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -6.1% | -9.7% | -12.2% |
| 7D | -29.3% | -4.1% | -25.2% | -27.7% |
| 30D | -46.0% | +16.7% | -62.8% | -51.5% |
| 3M | -43.2% | +13.6% | -56.8% | -49.2% |
| 6M | -53.7% | +17.0% | -70.7% | -62.0% |
| YTD | +46.9% | +18.1% | +28.8% | +18.7% |
| 1Y | +54.3% | +10.5% | +43.9% | +31.8% |
| 3Y | +185.5% | -20.9% | +206.5% | +203.9% |
| 5Y | -31.1% | -9.3% | -21.8% | -36.3% |
| All | +66.4% | +8.7% | +57.6% | +47.2% |
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