+47.1%
ADP vs CDW
-15.0%
+62.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.3% | +0.8% |
| 7D | +2.2% | +9.3% | -7.2% | +0.4% |
| 30D | +10.6% | +14.4% | -3.8% | +7.3% |
| 3M | +12.9% | +21.4% | -8.5% | +8.0% |
| 6M | +50.6% | +72.8% | -22.2% | +34.6% |
| YTD | +23.2% | +28.0% | -4.8% | +15.1% |
| 1Y | +25.3% | +19.3% | +5.9% | +18.2% |
| 3Y | +47.1% | -15.3% | +62.4% | +38.1% |
| All | +47.1% | -15.0% | +62.1% | +38.1% |
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