-73.2%
DOCS vs CDW
-19.1%
-54.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.0% | -1.8% | -2.4% |
| 7D | -1.4% | +3.2% | -4.6% | -2.6% |
| 30D | +21.8% | +9.3% | +12.5% | +16.9% |
| 3M | +27.3% | +9.8% | +17.5% | +20.7% |
| 6M | -0.3% | +23.3% | -23.7% | -12.4% |
| YTD | -40.5% | +13.7% | -54.1% | -45.9% |
| 1Y | -61.5% | -6.5% | -55.1% | -61.5% |
| 3Y | +8.2% | -25.2% | +33.4% | +15.4% |
| All | -73.2% | -19.1% | -54.1% | -73.3% |
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