-10.8%
DOW vs CDW
+72.4%
-83.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.0% | -2.0% | -2.5% |
| 7D | -2.4% | +3.2% | -5.6% | -4.0% |
| 30D | +0.4% | +9.3% | -8.9% | -4.8% |
| 3M | -14.4% | +9.8% | -24.2% | -20.1% |
| 6M | -7.0% | +23.3% | -30.3% | -21.2% |
| YTD | +30.2% | +13.7% | +16.5% | +15.2% |
| 1Y | +29.2% | -6.5% | +35.7% | +28.0% |
| 3Y | -36.7% | -25.2% | -11.5% | -31.1% |
| 5Y | -37.7% | -19.5% | -18.2% | -37.6% |
| All | -10.8% | +72.4% | -83.2% | -45.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling