+60.1%
DOCN vs CDW
-19.1%
+79.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.0% | +3.8% | +3.5% |
| 7D | +1.1% | +3.2% | -2.0% | -1.0% |
| 30D | -9.6% | +9.3% | -18.9% | -15.4% |
| 3M | -37.7% | +9.8% | -47.5% | -43.1% |
| 6M | +115.2% | +23.3% | +91.9% | +71.2% |
| YTD | +133.7% | +13.7% | +120.1% | +97.1% |
| 1Y | +250.2% | -6.5% | +256.6% | +248.4% |
| 3Y | +320.3% | -25.2% | +345.5% | +380.8% |
| All | +60.1% | -19.1% | +79.2% | +79.0% |
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 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