-29.5%
DOW vs CDW
-10.5%
-19.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.5% |
| 7D | -9.5% | +2.1% | -11.6% | -10.5% |
| 30D | +13.1% | +14.7% | -1.7% | +7.0% |
| 3M | +4.8% | +11.1% | -6.3% | -0.7% |
| 6M | -16.7% | +45.6% | -62.2% | -30.8% |
| YTD | +38.9% | +17.1% | +21.8% | +25.0% |
| 1Y | +48.3% | +13.2% | +35.1% | +35.8% |
| 3Y | -24.4% | -22.2% | -2.2% | -21.3% |
| All | -29.5% | -10.5% | -19.1% | -35.2% |
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