-47.3%
DOCS vs CDW
+13.2%
-60.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +12.7% | -6.3% | +4.2% |
| 7D | +1.2% | +3.7% | -2.5% | +0.3% |
| 30D | +21.3% | +26.0% | -4.7% | +17.2% |
| 3M | +58.4% | +10.1% | +48.3% | +56.2% |
| 6M | +39.3% | +26.1% | +13.2% | +33.2% |
| YTD | -21.7% | +25.9% | -47.6% | -26.2% |
| 1Y | -47.3% | +21.5% | -68.9% | -50.7% |
| All | -47.3% | +13.2% | -60.5% | -50.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling