+293.7%
CDW vs DGX
+255.3%
+38.4%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +1.7% | +6.2% | +7.1% |
| 7D | +0.9% | -0.9% | +1.8% | +1.3% |
| 30D | +13.1% | -1.2% | +14.2% | +13.6% |
| 3M | +19.7% | +15.8% | +3.9% | +12.4% |
| 6M | +30.7% | +18.2% | +12.5% | +21.6% |
| YTD | +14.7% | +37.2% | -22.5% | -0.2% |
| 1Y | -5.3% | +30.4% | -35.7% | -16.1% |
| 3Y | -23.8% | +96.7% | -120.6% | -45.2% |
| 5Y | -16.8% | +67.2% | -84.0% | -36.4% |
| All | +293.7% | +255.3% | +38.4% | +94.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded DGX 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling