+570.5%
ADP vs CDW
+933.5%
-363.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.4% | -0.9% |
| 7D | +3.2% | +2.1% | +1.1% | +2.0% |
| 30D | +14.9% | +14.7% | +0.2% | +8.3% |
| 3M | +11.6% | +11.1% | +0.5% | +5.8% |
| 6M | +48.5% | +45.6% | +2.9% | +25.2% |
| YTD | +20.6% | +17.1% | +3.5% | +8.9% |
| 1Y | +23.7% | +13.2% | +10.5% | +13.1% |
| 3Y | +47.8% | -22.2% | +70.0% | +51.1% |
| 5Y | +47.7% | -10.1% | +57.8% | +38.9% |
| 10Y | +324.0% | +307.0% | +17.0% | +127.9% |
| All | +570.5% | +933.5% | -363.0% | +225.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling