-14.8%
CDW vs HIG
+7.0%
-21.8%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | -7.4% | -2.3% | -5.1% | -7.1% |
| 30D | +5.8% | -1.2% | +7.1% | +6.0% |
| 3M | +10.8% | +6.3% | +4.5% | +10.2% |
| 6M | +21.5% | +0.6% | +20.9% | +22.0% |
| YTD | +6.4% | +0.6% | +5.7% | +6.2% |
| 1Y | -14.8% | +6.1% | -20.9% | -11.9% |
| All | -14.8% | +7.0% | -21.8% | -11.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling