+331.5%
CDW vs HIG
+268.7%
+62.8%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.2% | +0.7% | +1.9% |
| 7D | +13.1% | +2.1% | +10.9% | +12.2% |
| 30D | +19.1% | +6.7% | +12.4% | +15.8% |
| 3M | +24.7% | -1.9% | +26.7% | +25.7% |
| 6M | +63.4% | +5.3% | +58.0% | +58.8% |
| YTD | +26.3% | +1.3% | +25.0% | +24.8% |
| 1Y | +20.6% | +7.2% | +13.4% | +16.0% |
| 3Y | -16.3% | +96.6% | -112.9% | -40.0% |
| 5Y | -3.9% | +110.0% | -113.9% | -33.8% |
| 10Y | +331.5% | +268.4% | +63.1% | +129.2% |
| All | +331.5% | +268.7% | +62.8% | +129.2% |
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