-8.1%
DT vs CDW
-21.8%
+13.6%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.3% |
| 7D | -24.7% | +2.1% | -26.8% | -25.2% |
| 30D | -27.4% | +14.7% | -42.1% | -30.2% |
| 3M | -11.1% | +11.1% | -22.2% | -14.1% |
| 6M | +13.7% | +45.6% | -31.9% | -0.4% |
| YTD | +0.2% | +17.1% | -16.9% | -7.4% |
| 1Y | -5.7% | +13.2% | -18.9% | -11.9% |
| 3Y | -8.1% | -22.2% | +14.1% | -10.2% |
| All | -8.1% | -21.8% | +13.6% | -10.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling