+265.0%
CDW vs DGX
+249.5%
+15.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | +0.9% |
| 7D | -7.4% | -3.5% | -3.9% | -6.0% |
| 30D | +5.8% | -2.7% | +8.5% | +7.0% |
| 3M | +10.8% | +13.9% | -3.1% | +4.8% |
| 6M | +21.5% | +16.0% | +5.5% | +13.8% |
| YTD | +6.4% | +34.9% | -28.6% | -6.9% |
| 1Y | -14.8% | +30.6% | -45.4% | -24.6% |
| 3Y | -29.9% | +93.0% | -122.9% | -49.1% |
| 5Y | -22.9% | +64.4% | -87.3% | -40.7% |
| All | +265.0% | +249.5% | +15.6% | +81.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling