-35.9%
DOW vs CDW
-22.8%
-13.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.2% | +5.6% | +2.3% |
| 7D | -2.9% | -3.9% | +1.0% | -1.7% |
| 30D | +2.0% | +6.9% | -4.9% | -1.3% |
| 3M | -12.5% | +7.7% | -20.2% | -16.3% |
| 6M | -9.2% | +18.3% | -27.5% | -18.4% |
| YTD | +30.8% | +7.8% | +23.0% | +22.4% |
| 1Y | +29.4% | -12.2% | +41.6% | +33.5% |
| 3Y | -34.6% | -28.9% | -5.6% | -28.8% |
| 5Y | -35.9% | -22.8% | -13.2% | -34.0% |
| All | -35.9% | -22.8% | -13.2% | -34.0% |
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