-29.5%
CDW vs DGX
+96.8%
-126.3%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.4% | -1.5% |
| 7D | -4.2% | -2.2% | -2.0% | -3.8% |
| 30D | +4.9% | -0.9% | +5.8% | +5.0% |
| 3M | +7.3% | +15.6% | -8.3% | +4.0% |
| 6M | +19.2% | +17.8% | +1.4% | +15.0% |
| YTD | +6.2% | +37.5% | -31.3% | -0.5% |
| 1Y | -14.0% | +31.2% | -45.2% | -18.9% |
| All | -29.5% | +96.8% | -126.3% | -36.6% |
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