+4.5%
CDW vs COMP
-49.2%
+53.7%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +5.7% | -0.8% | +4.3% |
| 7D | +9.3% | +14.5% | -5.2% | +8.0% |
| 30D | +15.8% | +14.9% | +0.9% | +14.3% |
| 3M | +21.8% | -14.2% | +36.0% | +23.1% |
| 6M | +58.8% | +23.7% | +35.0% | +54.8% |
| YTD | +22.8% | +2.1% | +20.7% | +20.8% |
| 1Y | +17.9% | +26.2% | -8.3% | +13.4% |
| 3Y | -17.4% | +470.9% | -488.3% | -34.6% |
| 5Y | -5.7% | -14.0% | +8.3% | -14.9% |
| All | +4.5% | -49.2% | +53.7% | -2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 10y: compounded portfolio wealth divided by compounded COMP 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…
10y analysis · Full analysis span regression · 6 months rolling