-15.3%
CDW vs DGX
+106.7%
-122.0%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.6% | -0.7% |
| 7D | +9.3% | +1.6% | +7.8% | +8.9% |
| 30D | +14.4% | +11.2% | +3.1% | +11.7% |
| 3M | +21.4% | +10.4% | +11.0% | +18.6% |
| 6M | +72.8% | +37.1% | +35.7% | +60.9% |
| YTD | +28.0% | +52.1% | -24.1% | +16.7% |
| 1Y | +19.3% | +40.7% | -21.4% | +10.5% |
| 3Y | -15.3% | +107.6% | -122.9% | -29.2% |
| All | -15.3% | +106.7% | -122.0% | -29.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling