-3.7%
CDW vs A
+11.8%
-15.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.9% |
| 7D | +9.3% | -0.5% | +9.8% | +9.5% |
| 30D | +14.4% | 0.0% | +14.4% | +14.4% |
| 3M | +21.4% | +16.7% | +4.7% | +13.2% |
| 6M | +72.8% | +54.8% | +18.0% | +40.6% |
| YTD | +28.0% | +28.8% | -0.8% | +13.0% |
| 1Y | +19.3% | +19.3% | 0.0% | +9.1% |
| 3Y | -15.3% | +65.5% | -80.8% | -36.6% |
| All | -3.7% | +11.8% | -15.5% | -14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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