-5.3%
CDW vs DGX
+32.7%
-38.0%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +1.7% | +6.2% | +7.4% |
| 7D | +0.9% | -0.9% | +1.8% | +1.1% |
| 30D | +13.1% | -1.2% | +14.2% | +13.4% |
| 3M | +19.7% | +15.8% | +3.9% | +15.4% |
| 6M | +30.7% | +18.2% | +12.5% | +25.3% |
| YTD | +14.7% | +37.2% | -22.5% | +8.1% |
| 1Y | -5.3% | +30.4% | -35.7% | -10.8% |
| All | -5.3% | +32.7% | -38.0% | -10.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling