+82.3%
DT vs CDW
+57.0%
+25.4%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.9% | -4.0% | -2.4% |
| 7D | -7.5% | +13.1% | -20.6% | -13.2% |
| 30D | -31.5% | +19.1% | -50.6% | -37.4% |
| 3M | -14.0% | +24.7% | -38.7% | -23.6% |
| 6M | +6.9% | +63.4% | -56.5% | -19.1% |
| YTD | +0.3% | +26.3% | -26.0% | -15.7% |
| 1Y | -6.9% | +20.6% | -27.5% | -19.9% |
| 3Y | -13.9% | -16.3% | +2.4% | -13.1% |
| 5Y | -39.9% | -3.9% | -36.0% | -45.6% |
| All | +82.3% | +57.0% | +25.4% | +19.6% |
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