+401.3%
CAH vs CDW
-22.8%
+424.1%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -5.2% | +2.5% | -2.1% |
| 7D | +0.5% | -3.9% | +4.3% | +1.0% |
| 30D | +1.7% | +6.9% | -5.2% | +0.8% |
| 3M | +17.9% | +7.7% | +10.2% | +16.3% |
| 6M | +10.9% | +18.3% | -7.4% | +7.2% |
| YTD | +17.9% | +7.8% | +10.1% | +15.4% |
| 1Y | +61.7% | -12.2% | +73.9% | +63.8% |
| 3Y | +183.7% | -28.9% | +212.7% | +193.0% |
| 5Y | +401.3% | -22.8% | +424.1% | +396.9% |
| All | +401.3% | -22.8% | +424.1% | +396.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling