-38.7%
DOCS vs CDW
-0.9%
-37.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.7% |
| 7D | -0.8% | +2.1% | -2.9% | -1.7% |
| 30D | +17.4% | +14.7% | +2.7% | +10.8% |
| 3M | +57.4% | +11.1% | +46.2% | +49.0% |
| 6M | +26.5% | +45.6% | -19.0% | +4.0% |
| YTD | -26.6% | +17.1% | -43.7% | -34.7% |
| 1Y | -48.1% | +13.2% | -61.2% | -53.1% |
| 3Y | +52.6% | -22.2% | +74.8% | +59.8% |
| 5Y | -52.1% | -10.1% | -42.0% | -57.5% |
| All | -38.7% | -0.9% | -37.8% | -40.5% |
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