-15.3%
CDW vs HIG
+96.1%
-111.4%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.8% |
| 7D | +9.3% | +2.6% | +6.7% | +8.3% |
| 30D | +14.4% | +4.2% | +10.2% | +12.8% |
| 3M | +21.4% | +0.2% | +21.2% | +21.1% |
| 6M | +72.8% | +4.6% | +68.2% | +69.5% |
| YTD | +28.0% | +1.1% | +26.9% | +27.0% |
| 1Y | +19.3% | +4.7% | +14.7% | +16.8% |
| 3Y | -15.3% | +95.5% | -110.8% | -27.2% |
| All | -15.3% | +96.1% | -111.4% | -27.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling