+46.2%
ADP vs CDW
-14.4%
+60.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | +0.3% | +9.1% | -8.8% | -1.4% |
| 30D | +11.6% | +13.7% | -2.1% | +8.4% |
| 3M | +15.1% | +27.0% | -12.0% | +9.1% |
| 6M | +46.0% | +75.9% | -29.8% | +30.1% |
| YTD | +22.4% | +28.9% | -6.5% | +14.2% |
| 1Y | +24.5% | +19.6% | +4.9% | +17.4% |
| All | +46.2% | -14.4% | +60.6% | +37.1% |
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