+84.4%
DT vs CDW
+52.6%
+31.8%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.8% | -3.6% | -1.0% |
| 7D | -20.2% | +9.3% | -29.6% | -23.8% |
| 30D | -30.8% | +15.8% | -46.5% | -35.8% |
| 3M | -10.2% | +21.8% | -32.0% | -19.3% |
| 6M | +8.0% | +58.8% | -50.7% | -17.0% |
| YTD | +1.5% | +22.8% | -21.3% | -13.6% |
| 1Y | -6.9% | +17.9% | -24.8% | -19.1% |
| 3Y | -10.9% | -17.4% | +6.5% | -9.7% |
| 5Y | -42.2% | -5.7% | -36.4% | -47.3% |
| All | +84.4% | +52.6% | +31.8% | +22.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling