+269.4%
CDW vs HIG
+314.4%
-45.0%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.1% | -1.8% |
| 7D | -4.2% | -0.5% | -3.8% | -4.0% |
| 30D | +4.9% | -2.8% | +7.7% | +6.1% |
| 3M | +7.3% | +6.3% | +0.9% | +4.2% |
| 6M | +19.2% | -0.1% | +19.3% | +18.5% |
| YTD | +6.2% | +0.4% | +5.8% | +5.3% |
| 1Y | -14.0% | +6.2% | -20.3% | -17.1% |
| 3Y | -30.0% | +101.6% | -131.6% | -50.5% |
| 5Y | -23.6% | +119.8% | -143.4% | -48.5% |
| 10Y | +269.4% | +311.7% | -42.4% | +78.3% |
| All | +269.4% | +314.4% | -45.0% | +78.3% |
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