+97.7%
DOCN vs CDW
+15.8%
+81.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +12.7% | -19.8% | -14.6% |
| 7D | -20.0% | +3.7% | -23.8% | -22.5% |
| 30D | -38.8% | +26.0% | -64.8% | -47.7% |
| 3M | -34.8% | +10.1% | -44.9% | -40.6% |
| 6M | -22.8% | +26.1% | -48.8% | -39.6% |
| YTD | +74.6% | +25.9% | +48.7% | +35.2% |
| 1Y | +116.4% | +21.5% | +94.9% | +72.6% |
| 3Y | +239.3% | -15.7% | +255.1% | +246.1% |
| 5Y | -20.2% | -2.3% | -17.9% | -29.5% |
| All | +97.7% | +15.8% | +81.9% | +67.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling