+322.0%
CDW vs HIG
+268.2%
+53.8%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.4% |
| 7D | +2.6% | -0.7% | +3.2% | +2.9% |
| 30D | +20.4% | +5.4% | +15.0% | +17.7% |
| 3M | +28.5% | -0.9% | +29.4% | +28.9% |
| 6M | +70.6% | +4.8% | +65.8% | +66.2% |
| YTD | +29.1% | +0.9% | +28.2% | +27.8% |
| 1Y | +23.8% | +6.5% | +17.3% | +19.5% |
| 3Y | -14.5% | +95.7% | -110.2% | -38.6% |
| 5Y | -1.6% | +107.1% | -108.6% | -31.7% |
| 10Y | +322.0% | +262.6% | +59.4% | +127.4% |
| All | +322.0% | +268.2% | +53.8% | +127.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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