-51.1%
DOCS vs CDW
-8.7%
-42.4%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -6.1% | +1.8% | -1.8% |
| 7D | -1.3% | -4.1% | +2.8% | +0.1% |
| 30D | +19.4% | +16.7% | +2.6% | +12.1% |
| 3M | +53.4% | +13.6% | +39.8% | +44.1% |
| 6M | +28.8% | +17.0% | +11.7% | +16.0% |
| YTD | -25.1% | +18.1% | -43.2% | -33.4% |
| 1Y | -48.1% | +10.5% | -58.6% | -52.3% |
| 3Y | +51.4% | -20.9% | +72.3% | +56.7% |
| 5Y | -51.1% | -9.3% | -41.8% | -57.3% |
| All | -51.1% | -8.7% | -42.4% | -57.3% |
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