+863.2%
CDW vs DGX
+403.6%
+459.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.6% |
| 7D | +3.2% | -2.3% | +5.5% | +4.1% |
| 30D | +9.3% | +0.6% | +8.7% | +9.0% |
| 3M | +9.8% | +21.4% | -11.6% | +1.3% |
| 6M | +23.3% | +14.7% | +8.6% | +16.3% |
| YTD | +13.7% | +38.4% | -24.8% | -1.0% |
| 1Y | -6.5% | +34.0% | -40.5% | -17.8% |
| 3Y | -25.2% | +92.7% | -117.9% | -44.8% |
| 5Y | -19.5% | +67.7% | -87.2% | -37.7% |
| 10Y | +285.8% | +248.0% | +37.8% | +106.5% |
| All | +863.2% | +403.6% | +459.6% | +359.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling