-21.5%
CDW vs COMP
+309.8%
-331.3%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -8.2% | +2.0% | -5.5% |
| 7D | -4.1% | -1.8% | -2.3% | -3.9% |
| 30D | +16.7% | -0.8% | +17.5% | +16.8% |
| 3M | +13.6% | -28.1% | +41.7% | +15.7% |
| 6M | +17.0% | +27.0% | -10.0% | +14.5% |
| YTD | +18.1% | -12.8% | +30.9% | +19.7% |
| 1Y | +10.5% | +4.9% | +5.6% | +9.7% |
| All | -21.5% | +309.8% | -331.3% | -33.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling