+196.4%
DOCN vs CDW
-21.1%
+217.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -6.1% | -9.7% | -13.6% |
| 7D | -29.3% | -4.1% | -25.2% | -28.1% |
| 30D | -46.0% | +16.7% | -62.8% | -49.2% |
| 3M | -43.2% | +13.6% | -56.8% | -46.7% |
| 6M | -53.7% | +17.0% | -70.7% | -58.5% |
| YTD | +46.9% | +18.1% | +28.8% | +30.5% |
| 1Y | +54.3% | +10.5% | +43.9% | +42.9% |
| All | +196.4% | -21.1% | +217.5% | +209.0% |
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